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  • Quantitative Portfolio Management: The Art and Science of Statistical...
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Customer reviews

4.0 out of 5 stars
4 out of 5
36 global ratings
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4 star
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1 star
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Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage

Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage

byMichael Isichenko
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4.0 out of 5 stars Excellent Introduction
Reviewed in the United Kingdom 🇬🇧 on November 4, 2022
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The book goes through a very useful set of tools and give good explanations of why you want to use them. However, so not expect to learn the underlying maths from this book, the explanations are to short and high level for that.

I would recommend this book to anyone with a good understanding of mathematics and a desire to see how it might be applied to finance.
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