Fractal Flow – Statistical Arbitrage by Cointegration

statistical arbitrage by cointegration

Learn the strategy used by hedge funds in the financial markets.

features

• Built on the classic literature about finance and econometrics.
• Understand how hedge funds act in the market.
• Learn how to profit from the differecen between two markets.
• Based on a Nobel Prize winning idea.
• Review of Microeconomics and Macroeconomics.
• Decreased psychological pressure.
• Learn to deal with risk like a hedge fund.
• Immediatelly available to download.
• High level information for low cost.
• Easy to understand compared to the classic literature about finance.
• Focus on the practical aspect of institutional trading.
• Email Support
• A lot of topics covered in only 161 pages.

table of contents

• 1 – Introduction
• 2 – Basic Econometrics
• 3 – Cointegration
• 4 – Statistical Arbitrage Rules and Guidelines
• 5 – Statistical Arbitrage Example
• 6 – Intuition for the Stationarity Test
• 7 – Introduction to Economics
• 8 – Markets
• 9 – Welfare Economics
• 10 – Public Sector Economics
• 11 – Enterprises & Industries
• 12 – Labor Market Economics
• 13 – Introduction to Advanced Topics
• 14 – Macroeconomic Data
• 15 – The Economy in the Long Term
• 16 – Currency and Prices in the Long Term
• 17 – Macroeconomics of Open Economies
• 18 – Short Term Economics Fluctuations
• 19 – Conclusion

Full Ebooks Bundle can be found here: Fractal Flow Institutional Trading eBooks Bundle