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1.Statistical arbitrage: algorithmic trading insights and techniques
2.Trading pairs: capturing profits and hedging risk with statistical arbitrage strategies
3.Intelligent data engineering and learning: perspectives on financial engineering and data mining
4.Theory of financial risk and derivative pricing: from statistical physics to risk management
5.Advanced trading rules
6.A Statistical Arbitrage Strategy
7.The complete arbitrage deskbook
8.Paris trading
台湾学位论文
1.配對交易策略應用於台灣股票市場之實證研究
2.共整合統計套利交易策略運用-台灣股票與指數期貨市場
3.統計套利—以相對隱含波幅價差交易對台指選與摩台指選套利
4.以衍生性商品避險進行統計套利
5.動能策略之統計套利-市場趨勢驗證
6.日內價格行為之實證研究
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