I am looking for some good websites/resources on statistical arbitrage.
There are some books and white papers available out there but they are filled with complicated math formulas which are difficult to grasp for the average trader.
I am looking for some good websites/resources on statistical arbitrage.
There are some books and white papers available out there but they are filled with complicated math formulas which are difficult to grasp for the average trader.
Check out Ernie Chan's, "Algorithmic Trading: Winning Strategies and Their Rationale" (2013). He gives the code (in Matlab) for the different trading strategies. He also has a blog, "Quantitative Trading": http://epchan.blogspot.com/
