Pairs Trading

Pairs Trading pdf epub mobi txt 電子書 下載2025

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

出版者:John Wiley & Sons
作者:Ganapathy Vidyamurthy
出品人:
頁數:224
译者:
出版時間:2004-8-16
價格:GBP 105.00
裝幀:Hardcover
isbn號碼:9780471460671
叢書系列:
圖書標籤:
  • 金融 
  • 統計套利 
  • quant 
  • 配對交易 
  • 交易 
  • 投資 
  • 量化投資 
  • finance 
  •  
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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.

具體描述

讀後感

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實習的原因把這本書讀完瞭,寫的稀爛名不虛傳,大概隻講到pair trading的最淺層的內容。唯二有用的內容大概就是kalman filter和cointegration。

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不實用啊

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道理就在那

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說的是清楚,不過講的東西太少,到頭來就是個cointegration,一個chapter就能講明白的。

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Pretty academic but I did learn some new stuffs in this book. It covers both statistical arbitrage and risk arbitrage.

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