Pairs trading quantitative methods and analysis
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 th...
| Main Author: | |
|---|---|
| Format: | eBook |
| Language: | English |
| Published: |
Hoboken, N.J.
J. Wiley
2004
|
| Series: | Wiley Finance
|
| Subjects: | |
| Online Access: | |
| Collection: | O'Reilly - Collection details see MPG.ReNa |
| 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 |
|---|---|
| Physical Description: | xii, 210 pages illustrations |
| ISBN: | 9781118045701 0471684570 9780471684572 |