Pairs Trading pdf epub mobi txt 电子书 下载 2025
Ganapathy Vidyamurthy (Stamford, CT) is currently a quantitative software analyst and developer at a major New York City hedge fund.
- 金融
- 统计套利
- quant
- 配对交易
- 交易
- 投资
- 量化投资
- finance
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.
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实习的原因把这本书读完了，写的稀烂名不虚传，大概只讲到pair trading的最浅层的内容。唯二有用的内容大概就是kalman filter和cointegration。
评分实习的原因把这本书读完了，写的稀烂名不虚传，大概只讲到pair trading的最浅层的内容。唯二有用的内容大概就是kalman filter和cointegration。
评分不实用啊
评分Pretty academic but I did learn some new stuffs in this book. It covers both statistical arbitrage and risk arbitrage.
评分实习的原因把这本书读完了，写的稀烂名不虚传，大概只讲到pair trading的最浅层的内容。唯二有用的内容大概就是kalman filter和cointegration。
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