Noguer Alonso, Miquel2024-05-202024-05-202010https://hdl.handle.net/20.500.14468/18478In this PhD thesis I present the most successful approaches in the exciting world of quantitative investing or algorithmic trading, introducing new concepts and applications to achieve superior risk adjusted returns. Two important aspects of quantitative trading will be covered: statistical arbitrage and algorithmic trading. In general both disciplines try to find exploitable regularities, trends, anomalies in the financial data ( alone or using factors )enAtribución-NoComercial-SinDerivadas 4.0 Internacionalinfo:eu-repo/semantics/openAccesstesis doctoralalgorithmic trading strategiesstatistical arbitrage