Pairs Trading

Quantitative Methods and Analysis

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Éditeur :

Wiley


Collection :

Wiley Finance

Paru le : 2011-02-02



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Description
The first in-depth analysis of pairs trading
Pairs trading is a market-neutral strategy in its most simple form. The strategy involves being long (or bullish) one asset and short (or bearish) another. If properly performed, the investor will gain if the market rises or falls. Pairs Trading reveals the secrets of this rigorous quantitative analysis program to provide individuals and investment houses with the tools they need to successfully implement and profit from this proven trading methodology. Pairs Trading contains specific and tested formulas for identifying and investing in pairs, and answers important questions such as what ratio should be used to construct the pairs properly.
Ganapathy Vidyamurthy (Stamford, CT) is currently a quantitative software analyst and developer at a major New York City hedge fund.
Pages
224 pages
Collection
Wiley Finance
Parution
2011-02-02
Marque
Wiley
EAN papier
9780471460671
EAN PDF
9780471684572

Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
224
Taille du fichier
2304 Ko
Prix
122,38 €
EAN EPUB
9781118045701

Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
224
Taille du fichier
2499 Ko
Prix
122,38 €