Pairs Trading: Quantitative Methods and Analysis (Wiley

Pairs Trading: Quantitative Methods and Analysis (Wiley 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.
Ganapathy Vidyamurthy (Stamford, CT) is currently a quantitative software analyst and developer at a major New York City hedge fund.
Country USA
Brand Wiley
Manufacturer Wiley
Binding Hardcover
ItemPartNumber 9780471460671
ReleaseDate 2004-08-16
UnitCount 1
UPCs 723812603541
EANs 9780471460671

Pairs Trading: Quantitative Methods and Analysis (Wiley Finance)