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
說的是清楚，不過講的東西太少，到頭來就是個cointegration，一個chapter就能講明白的。
评分Pretty academic but I did learn some new stuffs in this book. It covers both statistical arbitrage and risk arbitrage.
评分對基本概念有個綜述，但是對於OU過程講的並不多
评分一種比較古老的方法。
评分對statistical arbitrage和risk arbitrage進行瞭生動的介紹，但其中的數學證明有些粗糙。可以結閤quantitative portfolio management和time series analysis一起看，理解將更加深入
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