Statistical Arbitrage

[Krats]

Howdy folks!

I am a finance PhD student and am interested in conducting research on statistical arbitrage trading strategies. Could anyone point me to some good resources on this topic as well as what course would I should take in addition to a PhD level sequence in econometrics. Any help would be greatly appreciated since I am the only one pursuing this topic of research at my university (mainly because it is a traditional finance degree and not a quantitative one).

Thanks for the help

 

[Krats]

Bump : )

 

[Ken Abbott]

I'd start with the fundamentals of equity quant trading strategies at http://www.sungard.com/apt/learnmore and Barra.