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...
Pairs trading is the simplest possible example of employing a market neutral strategy. It involves the trading of securities in pairs comprised of a long position in one security and a short position in the other. If performed properly, an investor will be in the ideal position of gaining in any situation–whether the market rises or falls.
Author Ganapathy Vidyamurthy examines two versions of pairs trading that...
Comprised of three information-packed parts, Pairs Trading presents an in-depth look at the various aspects of these strategies and provides quantitative tools to assist in their analysis. The first part of this comprehensive resource sets the context for the rest of the book by introducing preliminary material on some key topics, including time series, factor models, and Kalman filtering.
After presenting the broad ideas and concepts of...
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Hardcover. Condition: Fine. Book: Fine/As New/, 2004 (illustrator). 1st Edition. Book: Fine/As New/, $76.77 0471460672 PAIRS TRADING: QUANTITATIVE METHODS and ANALYSIS * VIDYAMURTHY, Ganapathy John WILEY and Sons 2004 1sT Edition, 1sT Printing New Jersey And Other Locations * * * * * H/c. Black Cloth Spine And Title In Polished Gold Letters, Hard Cover Book: Fine/As New/, Slightest Shelf, Edge And Corner Wear. 210 Numbered Pages That Are Printed On 0ff~White Paper In Fine/As New/ Condition, Clean And Tight To The Spine. == D/j: None. = No Odors, No Writing, No Names, No Rippling, Not Stuck Together, No Book Plate, Not X~Library, No Remainder Or Other Marks. This Item Will Be Sent In A = Mailing B0X = To Prevent Shipping Damage So That It Will Arrive In The Description Described. Description Applies To This B00K, Only. = This B00K Is Hard To Find, Will Be Packaged And Shipped Carefully, = To Avoid Shipping Damage And Will Make It, An Excellent Addition To Your Own Personal Library Collection, Or As A Gift, For The Discriminating Reader / Collector. = WORLD WIDE SHIPPING, AVAILABLE *. Seller Inventory # 016467
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