| Description |
1 online resource (xii, 210 pages) : illustrations |
|
text file |
| Series |
Wiley Finance ; v.217 |
|
Wiley finance series.
|
| Bibliography |
Includes bibliographical references and index. |
| Contents |
BACKGROUND MATERIAL -- Introduction -- Time Series -- Factor Models -- Kalman Filtering -- STATISTICAL ARBITRAGE PAIRS -- Overview -- Pairs Selection in the Equity Markets -- Trading Desing -- RISK ARBITRAGE PAIRS -- Risk Arbitrage Mechanics -- Trade Execution -- The Market Implied Merger Probability -- Spread Inversion. |
| Summary |
The first in-depth analysis of pairs tradingPairs 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. |
| Language |
English. |
| Subject |
Pairs trading.
|
|
Stocks.
|
|
Portfolio management.
|
|
Investment analysis.
|
|
Arbitrage statistique. |
|
Actions (Titres de société) |
|
Gestion de portefeuille. |
|
Analyse financière. |
|
Investment analysis |
|
Pairs trading |
|
Portfolio management |
|
Stocks |
| Other Form: |
Print version: Vidyamurthy, Ganapathy. Pairs trading. Hoboken, N.J. : J. Wiley, ©2004 0471460672 (DLC) 2004005528 (OCoLC)54670490 |
| ISBN |
0471684570 (electronic bk.) |
|
9780471684572 (electronic bk.) |
|
9781118045701 |
|
111804570X |
|
More Resources