{"product_id":"statistical-arbitrage-and-pairs-trading-with-python-market-neutral-strategies-using-cointegration-9798198788756","title":"Statistical Arbitrage and Pairs Trading with Python: Market-Neutral Strategies Using Cointegration","description":"\u003cp\u003e • Author(s): Alice Schwartz | James Preston\u003cbr\u003e • Publisher: Independently Published\u003cbr\u003e • Publisher Imprint: Independently Published\u003cbr\u003e • BISAC: Investments \u0026amp; Securities - Analysis \u0026amp; Trading Strategies\u003c\/p\u003e\u003cp\u003e\u003cb\u003eReactive Publishing\u003c\/b\u003e\u003c\/p\u003e\u003cp\u003eStatistical 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.\u003c\/p\u003e\u003cp\u003eYou 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.\u003c\/p\u003e\u003cp\u003e\u003cb\u003eWhat You'll Find Inside: \u003c\/b\u003e\u003c\/p\u003e\u003cul\u003e\n\u003cli\u003eCore concepts of statistical arbitrage and pairs trading\u003c\/li\u003e\n\u003cli\u003eStationarity and cointegration testing (ADF, Johansen, Engle-Granger)\u003c\/li\u003e\n\u003cli\u003ePython implementation using pandas, NumPy, Statsmodels, and scikit-learn\u003c\/li\u003e\n\u003cli\u003eSpread modeling, z-score signals, and position sizing\u003c\/li\u003e\n\u003cli\u003eBacktesting frameworks for pairs trading strategies\u003c\/li\u003e\n\u003cli\u003eRisk management techniques specific to market-neutral systems\u003c\/li\u003e\n\u003cli\u003eCommon pitfalls and how to avoid overfitting\u003c\/li\u003e\n\u003c\/ul\u003e\u003cp\u003eWritten for quantitative traders, developers, and finance students with basic Python knowledge, this book emphasizes technical accuracy and methodological clarity over theoretical abstraction. All code examples are fully reproducible and designed to help readers develop their own systematic trading research.\u003c\/p\u003e\u003cp\u003e\u003cb\u003eImportant Note: \u003c\/b\u003e This book is for educational and research purposes only. Past performance does not guarantee future results. Trading involves substantial risk of loss.\u003c\/p\u003e","brand":"Independently Published","offers":[{"title":"Paperback","offer_id":47890313969815,"sku":"9798198788756","price":3363.0,"currency_code":"INR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0666\/3471\/1191\/files\/9798198788756.webp?v=1781179506","url":"https:\/\/atlanticbooks.com\/products\/statistical-arbitrage-and-pairs-trading-with-python-market-neutral-strategies-using-cointegration-9798198788756","provider":"Atlantic Books","version":"1.0","type":"link"}