Pairs Trading pdf epub mobi txt 电子书 下载 2025
- 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
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.
目录信息
读后感
评分
评分
评分
评分
用户评价
不实用啊
评分对statistical arbitrage和risk arbitrage进行了生动的介绍，但其中的数学证明有些粗糙。可以结合quantitative portfolio management和time series analysis一起看，理解将更加深入
评分比统计套利那本书好点
评分Good book for statistical arbitrage, though not cover all materials in statarb.
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。
相关图书
本站所有内容均为互联网搜索引擎提供的公开搜索信息，本站不存储任何数据与内容，任何内容与数据均与本站无关，如有需要请联系相关搜索引擎包括但不限于百度，google,bing,sogou 等
© 2025 book.quotespace.org All Rights Reserved. 小美书屋 版权所有