Paarhandel: Quantitative Methoden und Analyse, Hardcover von Vidyamurthy, ...
Pairs Trading : Quantitative Methods and Analysis, Hardcover by Vidyamurthy, Ganapathy, ISBN 0471460672, ISBN-13 9780471460671, Brand New, Free P&P in the UK Pairs trading involves the trading of securities in twos, one with a long position and the other with a short position. Performed properly, this kind of trading sets up the investor to gain whether the market rises or falls. Vidyamurthy (a software consultant for financial markets) examines two versions of pairs trading that arise in the context of statistical arbitrage and risk arbitrage. Deploying ideas from econometrics, control theory, and operations research, he provides formulas for identifying and investing in pairs in the equity markets. Annotation ©2004 Book News, Inc., Portland, OR ()
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