Pairs Trading pdf epub mobi txt 電子書 下載2025
- 金融
- 統計套利
- quant
- 配對交易
- 交易
- 投資
- 量化投資
- finance
- pairs trading
- quantitative
- finance
- trading
- strategy
- market
- efficiency
- technical
- analysis
具體描述
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.
著者簡介
Ganapathy Vidyamurthy (Stamford, CT) is currently a quantitative software analyst and developer at a major New York City hedge fund.
圖書目錄
讀後感
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用戶評價
一種比較古老的方法。
评分Pretty academic but I did learn some new stuffs in this book. It covers both statistical arbitrage and risk arbitrage.
评分生計所迫不得不讀，內容比較淺顯，適閤商學院的本科生。//加一顆星，後來發現作為總綱這書還是可以的，基本思想都說到瞭，可以用一天的時間瞭解pairs trading的理論基礎，當然實用性還是零
评分讀瞭前麵的統計套利部分，後麵的兼並套利沒看。 用協整來做，理論雖然完善，但機會實在太少瞭。
评分比統計套利那本書好點
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