Pairs Trading 2024 pdf epub mobi 电子书

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Pairs Trading 2024 pdf epub mobi 电子书著者简介

Ganapathy Vidyamurthy (Stamford, CT) is currently a quantitative software analyst and developer at a major New York City hedge fund.

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发表于2024-11-22

Pairs Trading 2024 pdf epub mobi 电子书

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出版者:John Wiley & Sons

作者:Ganapathy Vidyamurthy

出品人:

页数:224

译者:

出版时间:2004-8-16

价格:GBP 105.00

装帧:Hardcover

isbn号码:9780471460671

丛书系列:

图书标签: 金融统计套利 quant 配对交易交易投资量化投资 finance

Pairs Trading 2024 pdf epub mobi 电子书图书描述

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.

Pairs Trading 2024 pdf epub mobi 电子书

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