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Vidyamurthy, Ganapathy

Pairs Trading: Quantitative Methods and Analysis

Vidyamurthy, Ganapathy - Pairs Trading: Quantitative Methods and Analysis, ebook

107,90€

Ebook, ePUB with Adobe DRM
ISBN: 9781118045701
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Printing67 pages with an additional page accrued every 11 hours, capped at 67 pages
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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.

Author(s)
Publisher
John Wiley and Sons, Inc.
Publication year
2004
Language
en
Edition
1
Series
Wiley Finance
Page amount
224 pages
Category
Economy
Format
Ebook
eISBN (ePUB)
9781118045701
Printed ISBN
9780471460671

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