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Pairs Trading: Quantitative Methods and Analysis

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Pairs Trading: Quantitative Methods and Analysis - Vidyamurthy, Ganapathy
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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 ...

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Pairs Trading: Quantitative Methods and Analysis 2004, Wiley, Hoboken, NJ

ISBN-13: 9780471460671

Hardcover