Pairs Trading: Quantitative Methods and Analysis
Pairs Trading: Quantitative Methods and Analysis (Wiley Finance) by Ganapathy Vidyamurthy (Author)
Publisher: Wiley (August 30, 2004) | ISBN-10: 0471460672 | PDF | 2 Mb | 224 pages
Publisher: Wiley (August 30, 2004) | ISBN-10: 0471460672 | PDF | 2 Mb | 224 pages
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.
AIO BookReaders Pack 4 Mb: (PDF: Foxit PDF Reader Pro 2.0 Build 1414; PDB: iSilo 4.32; DjVu: DjVuReader 2.0.20)
DL: Depositfiles or Rapidshare
DL: Depositfiles or Rapidshare
Important: All questions, requests, etc. for ME send to my PM (Send Message link), please (not in comments). I will try to answer all letters. But do not be offended if you do not obtain the answer. :)
No MIRRORs below!