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Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Pairs Trading: Quantitative Methods and Analysis

Pairs Trading: Quantitative Methods and Analysis

Hardcover

Series: Wiley Finance, Book 217

Investing & FinanceChemistry

Publisher Price: $136.00

ISBN10: 0471460672
ISBN13: 9780471460671
Publisher: Wiley
Published: Aug 30 2004
Pages: 224
Weight: 1.05
Height: 0.80 Width: 6.50 Depth: 9.30
Language: English
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.
Ganapathy Vidyamurthy (Stamford, CT) is currently a quantitative software analyst and developer at a major New York City hedge fund.

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