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This book is organized by [TheQuantHackers Community] (https://llmquant.com/) and provides PDF downloads. It is only for learning and communication. The copyright belongs to the original author.
This book is organized by [TheQuantHackers Community] (https://llmquant.com/) and provides PDF downloads. It is only for learning and communication. The copyright belongs to the original author.
<img src="cover.jpg" alt="Statistical Arbitrage" width="200"/>This book provides an in-depth exploration of the theoretical foundations and practical applications of statistical arbitrage, covering everything from basic concepts to advanced strategies. The book elaborates on the construction and implementation of core strategies such as pair trading and multi-factor models, and provides in-depth explanations of key aspects such as risk management and transaction execution optimization. In terms of mathematical techniques, this book extensively applies quantitative tools such as time series analysis, regression analysis, cointegration testing, statistical inference, and optimization theory. It aims to help readers understand how to use these techniques to identify statistical arbitrage opportunities in the market, build robust trading portfolios, and effectively control risks. This book is a classic work in the field of statistical arbitrage, providing valuable theoretical guidance and practical experience for quantitative strategy researchers, traders and risk managers.
本书籍由TheQuantHackers社区整理, 并提供PDF下载, 只供学习交流使用, 版权归原作者所有。本书深入探讨了统计套利的理论基础与实践应用，涵盖了从基本概念到高级策略的全面内容。书中详细阐述了配对交易、多因子模型等核心策略的构建与实施，并深入讲解了风险管理、交易执行优化等关键环节。在数学技术方面，本书广泛应用了时间序列分析、回归分析、协整检验、统计推断以及优化理论等量化工具，旨在帮助读者理解如何利用这些技术识别市场中的统计性套利机会，构建稳健的交易组合，并有效控制风险。本书是统计套利领域的经典著作，为量化策略研究员、交易员和风险管理师提供了宝贵的理论指导和实战经验。
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