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Statistical Arbitrage and Pairs Trading with Python: Market-Neutral Strategies Using Cointegration

Statistical Arbitrage and Pairs Trading with Python: Market-Neutral Strategies Using Cointegration

Paperback

Investing & FinanceProgramming

ISBN13: 9798198788756
Publisher: Independently Published
Published: May 26 2026
Pages: 478
Weight: 1.26
Height: 1.19 Width: 6.00 Depth: 9.00
Language: English
Reactive Publishing

Statistical arbitrage and pairs trading remain among the most sophisticated quantitative approaches used by hedge funds and professional traders. This book provides a clear, practical introduction to building market-neutral trading systems using Python.

You will learn how to identify cointegrated asset pairs, test for mean reversion, and construct market-neutral portfolios that aim to profit from relative price movements rather than overall market direction. The focus is on robust statistical methods and practical implementation.

Also from

Schwartz, Alice

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Investing & Finance