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Vidyamurthy, Ganapathy

Pairs Trading: Quantitative Methods and Analysis

Vidyamurthy, Ganapathy - Pairs Trading: Quantitative Methods and Analysis, e-bok

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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.

Nyckelord: informationpacked; three; comprised; aspects; tools; indepth; quantitative; strategies; pairs; various; rest; context; first; material; book; comprehensive; introducing; part; preliminary; resource; time series; broad; concepts; trading

Författare
Utgivare
John Wiley and Sons, Inc.
Utgivningsår
2004
Språk
en
Utgåva
1
Serie
Wiley Finance
Sidantal
224 sidor
Kategori
Ekonomisk
Format
E-bok
eISBN (ePUB)
9781118045701
Tryckt ISBN
9780471460671

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