Books suggestion on statistical arbitrage

Any suggestion? I just like the stats arbitrage way.

 

I am reading Pairs Trading: Quantitative Methods and Analysis, seem like ok.

 

Seem like almost no one cares about arbitrage in ET, this is fine.

 

Read stuff by Ernie Chan. He's got a book and a blog, here:
http://epchan.blogspot.co.uk/

 

Thx, he published two books and I have finished reading.

 

Boy is that true, they mainly catch flies here.

 

Yed I like the hardback. I read up to chapter 7, and my gay friend hit me on the head with the book.

"You only got spreadbetting money £237!! bloody stupids! he shout like a girl.

The book is nice now though.

 

Why bother with books? Just read white papers.

 

I think so, but that is not what the real pro mainly does.

 

What do you mean by white paper?