Pairs Trading: Quantitative Methods and Analysis 豆 7.4分

资源最后更新于 2020-08-18 15:43:43

作者：Ganapathy Vidyamurthy

出版社：John Wiley & Sons

出版日期：2004-01

ISBN：9780471460671

文件格式： pdf

标签： 金融 统计套利 quant 配对交易 交易 投资 finance 量化投资

简介· · · · · ·

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...