"This book discusses cointegrated time series associated with financial and sports gambling markets are analyzed in terms of time-varying parameter models. Modeling premises are that present and past disequilibria--shocks both within and between time series--may affect subsequent changes and...

"Dive into algo trading with step-by-step tutorials and expert insight Machine Trading is a practical guide to building your algorithmic trading business. Written by a recognized trader with major institution expertise, this book provides step-by-step instruction on quantitative trading and the...