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Applied quantitative methods for trading and investment Christian L. Dunis, Jason Laws, Patrick Naïm
Publisher: Wiley

StatArb or statistical arbitrage is a quantitative approach to equity trading involving data mining and statistical methods, as well as automated trading systems. Stochastic Methods in Finance: Lectures given at the C.I.M.E.-E.M.S. - Advanced Trading Rules, by Acar and Satchell: survey of trading strategies. Applied Quantitative Methods for Trading and Investment (Christian L. Applied Quantitative Methods for Foundation Subseries). Intermarket Trading Strategies, by Katsanos: random mix of trading strategies. Given my pre-VC background in quantitative trading, I've given a lot of thought to this issue. Dan Frommer interviewed a handful of smart and influential early-stage investors, each of whom was cynical about the applicability of quantitative methods to early-stage investing. An example of such a strategy which exploits quantitative techniques and is applied at Algorithmic trading desks is that ofstatistical arbitrage. Applied Quantitative Methods for Trading and Investment (The Wiley Finance Series). The recent premier of Moneyball has caused many to ask the question: Can the same principles be applied to venture capital investing? StatArb is actually any strategy that is Statistical arbitrage has become a major force at both hedge funds and investment banks. Fred Wilson further amplified his thoughts in this post.