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Pairs Trading - Quantitative Methods and Analysis
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Publisher Blurb 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.
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Keyword Pages
arbitrage
arbitrage pairs
CAPM
equity markets
factor models
markets
pairs
pairs trading
portfolio risk
risk
risk arbitrage
spread inversion
trade execution
Keyword Bestsellers
arbitrage
arbitrage pairs
equity markets
factor models
markets
pairs
pairs trading
portfolio risk
risk
risk arbitrage
spread inversion
trade execution
CAPM
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