You're Welcome Planet Earth: INTEGRATING STRUCTURAL ARBITRAGE WITH HEDGED CONVEXITY CAPTURE
In the "You're Welcome Planet Earth" series, Harry Long succinctly outlines systematic approaches to trading which destroy popular equity indices and have low correlations to the S&P 500 while using clearly explained rules-based ETP strategies. His work is powerfully original, elegantly simple, and mathematically compelling. And until now, his revolutionary research has only been available to Wall Street insiders. This book will change the way you look at markets forever.