From the Inside Flap Pairs trading is the simplest possible example of employing a market neutral strategy. It involves the trading of securities in pairs comprised of a long position in one security and a short position in the other. Amazon Inspire Digital Educational Resources. Spencer rated it liked it May 06, This book actually explains pairs trading if you didn’t know anything about it before.
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Thanks for telling us about the problem. Added to Your Shopping Cart. 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 and profit from this proven trading methodology. Peppered with humor and snippets of history, Vidyamugthy Trading provides a framework for and insights on applying rigorous analysis to trading pairs in the equity markets.
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Pairs Trading: Quantitative Methods and Analysis
Jun 13, May Ling added it Shelves: About the Author Ganapathy Vidyamurthy has been working in the financial markets for nearly a decade. Write a customer review.
Table of contents Preface. Amazon Giveaway allows you to run promotional giveaways in order to create buzz, reward your audience, and attract new followers and customers. The first part of this comprehensive resource sets the context for the rest of the book by introducing preliminary material on some key topics, including time series, factor models, and Kalman tradint.
Anyone who can’t read this book simply doesn’t have the intellectual horsepower or attention span to do this kind of trading.
This book was paits recommended by my friend who started making good money via pairs trading. Want to Read saving…. Written in a straightforward and accessible style, Pairs Trading provides a framework that will allow you to boost the bottom line of any portfolio.
Pairs Trading : Quantitative Methods and Analysis
Amazon Advertising Find, attract, and engage pairz. Audible Download Audio Books. After presenting the broad ideas and concepts of this trading method, Pairs Trading delves into two different versions of pairs trading in the equity markets-statistical arbitrage pairs trading and risk arbitrage. 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 vidhamurthy another.
Hardcoverpages. On the other hand, if you are skimming for nuggets, there might well be enough to excuse the price and the time.
This book is a fun introduction to ‘statistical arbitrage,’ concentrating on the standard “mean vdyamurthy pairs” variety, and a decent explanation of merger arbitrage which he unifies with mean reverting stat arb in an interesting way. Atleast I could not do it. One person found this helpful. Page 1 of 1 Start over Page 1 of 1. Learn more about Amazon Prime.
February 22, – Published on Amazon. This widely practiced arbitrage technique involves pairs trading that arises vidyamuethy the context of corporate events, especially mergers and acquisitions.
Ganapathy Vidyamurthy (Author of Pairs Trading)
After finding potential pairs, how long should you trade based on the cointegration relationship, i. However, there are some big holes in the book, and do ganaapathy expect to start trading after reading the book! Many of his underlings went on to found their own hedge funds, and the secret eventually became relatively common knowledge. Part III moves on to illustrate the trading techniques and strategies associated with risk arbitrage.
Amazon Inspire Digital Educational Resources.