Pairs Trading
Quantitative Methods and Analysis
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Beschreibung
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 gainif the market rises or falls. Pairs Trading reveals the secrets ofthis rigorous quantitative analysis program to provide individualsand investment houses with the tools they need to successfullyimplement and profit from this proven trading methodology. PairsTrading contains specific and tested formulas for identifying andinvesting in pairs, and answers important questions such as whatratio should be used to construct the pairs properly.
Ganapathy Vidyamurthy (Stamford, CT) is currently a quantitativesoftware analyst and developer at a major New York City hedge fund.
Autor*in
Ganapathy Vidyamurthy
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