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Pairs Trading : Quantitative Methods and Analysis (Wiley Finance)
Pairs Trading Quantitative Methods and Analysis - Wiley Finance
Author: Ganapathy Vidyamurthy
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 analy...  more »
ISBN-13: 9780471460671
ISBN-10: 0471460672
Publication Date: 8/30/2004
Pages: 210
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Publisher: John Wiley Sons
Book Type: Hardcover
Members Wishing: 1
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