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
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用户评价
Good book for statistical arbitrage, though not cover all materials in statarb.
评分读了前面的统计套利部分，后面的兼并套利没看。 用协整来做，理论虽然完善，但机会实在太少了。
评分比统计套利那本书好点
评分说的是清楚，不过讲的东西太少，到头来就是个cointegration，一个chapter就能讲明白的。
评分生计所迫不得不读，内容比较浅显，适合商学院的本科生。//加一颗星，后来发现作为总纲这书还是可以的，基本思想都说到了，可以用一天的时间了解pairs trading的理论基础，当然实用性还是零
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