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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Vidyamurthy, Ganapathy
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hoboken, N.J. : J. Wiley, ©2004.
Colección:Wiley finance series.
Temas:
Pairs trading.
Stocks.
Portfolio management.
Investment analysis.
Arbitrage statistique.
Actions (Titres de société)
Gestion de portefeuille.
Analyse financière.
BUSINESS & ECONOMICS > Investments & Securities > Futures.
Investment analysis
Pairs trading
Portfolio management
Stocks
Acceso en línea:Texto completo (Requiere registro previo con correo institucional)
Descripción
Sumario: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.
Descripción Física:1 online resource (xii, 210 pages) : illustrations
Bibliografía:Includes bibliographical references and index.
ISBN:0471684570
9780471684572
9781118045701
111804570X

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