Pairs Trading: A Bayesian Example

by J. Richard Hollos and Stefan Hollos

Have you ever wondered whether Bayesian analysis can be applied toward the stock market? We did, and set out to investigate.This book shows you how to find relationships between stocks or exchange traded funds (ETFs) using Bayesian analysis.A relationship that most traders are probably familiar with is linear correlation. This is sometimes used as the basis for pairs trading. But linear correlation is just one way that stocks or ETFs can be related.The...

• Format: Paperback
• Language: English
• ISBN: 1887187154
• ISBN13: 9781887187152
• Release Date: August 2012
• Publisher: Abrazol Publishing
• Length: 90 Pages
• Weight: 1.55 lbs.
• Dimensions: 0.2" x 5.5" x 8.5"