圖書標籤: 金融 統計套利 quant 配對交易 交易 投資 量化投資 finance
发表于2025-01-10
Pairs Trading pdf epub mobi txt 電子書 下載 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.
讀瞭前麵的統計套利部分,後麵的兼並套利沒看。 用協整來做,理論雖然完善,但機會實在太少瞭。
評分Pretty academic but I did learn some new stuffs in this book. It covers both statistical arbitrage and risk arbitrage.
評分Good book for statistical arbitrage, though not cover all materials in statarb.
評分對基本概念有個綜述,但是對於OU過程講的並不多
評分一種比較古老的方法。
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Pairs Trading pdf epub mobi txt 電子書 下載 2025