Pairs Trading : Quantitative Methods and Analysis /

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 t...

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Bibliographic Details
Main Author: Vidyamurthy, Ganapathy (Author)
Corporate Author: Safari, an O'Reilly Media Company
Format: eBook
Language:English
Published: Wiley, 2004.
Edition:1st edition.
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