Statistical Arbitrage Book

manhattan

Anyone can recommend a book about Statistical Arbitrage? Some hedge funds like Renaissance Technology makes billions of profit  every year by using this strategy. I am interested in reading this kind of book.

seabiscuit

就算有这种书，可能也不适用于individual traders. 这需要非常专业的statistical modeling and simulation.

manhattan

I understand that...But i want to get a understanding of how it works.

seabiscuit

好吧，和你同问。