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Pairs Trading Quantitative Methods and Analysis

Автор: Bo0mB0om » 15 ноября 2015
Pairs Trading Quantitative Methods and Analysis

Pairs Trading: Quantitative Methods and Analysis by Ganapathy Vidyamurthy
English | 19 Oct. 2009 | ISBN: 0471460672 | 215 Pages | PDF | 10 MB

Pairs trading is the simplest possible example of employing a market neutral strategy. It involves the trading of securities in pairs comprised of a long position in one security and a short position in the other.




If performed properly, an investor will be in the ideal position of gaining in any situation-whether the market rises or falls.

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