Pairs Trading: Quantitative Methods and Analysis (Hardcover) - Ganapathy Vidyamurthy
ISBN 9780471460671
Book Details
- Publisher : John Wiley & Sons Inc; 1st edition (10 September 2004)
- Language : English
- Hardcover : 224 pages
- ISBN-10 : 0471460672
- ISBN-13 : 9780471460671
- Item Weight : 423 g
- Dimensions : 15.24 x 1.75 x 22.86 cm
- Country of Origin : USA
Description
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.
