Pairs Trading: Quantitative Methods and Analysis

by Ganapathy Vidyamurthy

Book Overview

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...

• Format: Hardcover
• Language: English
• ISBN: 0471460672
• ISBN13: 9780471460671
• Release Date: August 2004
• Publisher: Wiley
• Length: 224 Pages
• Weight: 0.95 lbs.
• Dimensions: 0.8" x 6.5" x 9.3"