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Sunday, January 16, 2011

Ed Thorp, Statistical Arbitrage Article, WILMOTT Magazine

Easy read on Thorp's website in addition to below Scribd sources.Stat Arb 1 Thorp

Stat Arb 2 Thorp

Stat Arb III Thorp


Statistical Arbitrage 4

Statistical Arbitrage by Andrew Pole, 2007
Statistical Arbitrage 4
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