图书标签: 金融 统计套利 quant 配对交易 交易 投资 量化投资 finance
发表于2025-01-22
Pairs Trading pdf epub mobi txt 电子书 下载 2025
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.
比统计套利那本书好点
评分说的是清楚,不过讲的东西太少,到头来就是个cointegration,一个chapter就能讲明白的。
评分道理就在那
评分说的是清楚,不过讲的东西太少,到头来就是个cointegration,一个chapter就能讲明白的。
评分Good book for statistical arbitrage, though not cover all materials in statarb.
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Pairs Trading pdf epub mobi txt 电子书 下载 2025