Pairs Trading

Pairs Trading pdf epub mobi txt 电子书 下载 2025

出版者:John Wiley & Sons
作者:Ganapathy Vidyamurthy
出品人:
页数:224
译者:
出版时间:2004-8-16
价格:GBP 105.00
装帧:Hardcover
isbn号码:9780471460671
丛书系列:
图书标签:
  • 金融
  • 统计套利
  • quant
  • 配对交易
  • 交易
  • 投资
  • 量化投资
  • finance
  • pairs trading
  • quantitative
  • finance
  • trading
  • strategy
  • market
  • efficiency
  • technical
  • analysis
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具体描述

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.

作者简介

Ganapathy Vidyamurthy (Stamford, CT) is currently a quantitative software analyst and developer at a major New York City hedge fund.

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Pretty academic but I did learn some new stuffs in this book. It covers both statistical arbitrage and risk arbitrage.

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不实用啊

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道理就在那

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Good book for statistical arbitrage, though not cover all materials in statarb.

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Pretty academic but I did learn some new stuffs in this book. It covers both statistical arbitrage and risk arbitrage.

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