Pairs Trading 在线电子书 图书标签: 金融 统计套利 quant 配对交易 交易 投资 量化投资 finance
发表于2025-03-03
Pairs Trading 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2025
对基本概念有个综述,但是对于OU过程讲的并不多
评分说的是清楚,不过讲的东西太少,到头来就是个cointegration,一个chapter就能讲明白的。
评分只有 co-integration
评分对基本概念有个综述,但是对于OU过程讲的并不多
评分对statistical arbitrage和risk arbitrage进行了生动的介绍,但其中的数学证明有些粗糙。可以结合quantitative portfolio management和time series analysis一起看,理解将更加深入
Ganapathy Vidyamurthy (Stamford, CT) is currently a quantitative software analyst and developer at a major New York City hedge fund.
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.
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Pairs Trading 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2025