Pairs Trading
Quantitative Methods and Analysis
Chapter One
INTRODUCTION
This chapter is written for the reader who would like to learn how
Monte Carlo methods are used to calculate thermodynamic properties of systems
at the atomic level, or to determine which advanced Monte Carlo methods
might work best in their particular application. There are a number of
excellent books and review articles on Monte Carlo methods, which are generally
focused on condensed phases, biomolecules or electronic structure theory.
The purpose of this chapter is to explain and illustrate some of the
special techniques that we and our colleagues have found to be particularly
well suited for simulations of nanodimensional atomic and molecular clusters.
We want to help scientists and engineers who are doing their first work in this
area to get off on the right foot, and also provide a pedagogical chapter for
those who are doing experimental work. By including examples of simulations
of some simple, yet representative systems, we provide the reader with some
data for direct comparison when writing their own code ... read full excerpt from Pairs Trading: Quantitative Methods and Analysis ebook
