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Pages: 271
Authors: Douglas S. Ehrman
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Type: BOOK - Published: 2006-01-24 - Publisher: John Wiley & Sons

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Learn both the theory and practice of pairs trading, why it is consistently profitable, and how you can apply the strategies in your own trading with this valua
Pairs Trading
Language: en
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Authors: Ganapathy Vidyamurthy
Categories: Business & Economics
Type: BOOK - Published: 2011-02-02 - Publisher: John Wiley & Sons

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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) o
Statistical Arbitrage
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Pages: 230
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Categories: Business & Economics
Type: BOOK - Published: 2011-07-07 - Publisher: John Wiley & Sons

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While statistical arbitrage has faced some tough times?as markets experienced dramatic changes in dynamics beginning in 2000?new developments in algorithmic tra
Trading Pairs
Language: en
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Authors: Mark Whistler
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Type: BOOK - Published: 2004-10-07 - Publisher: John Wiley & Sons

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An accessible guide to the pairs trading technique A leading arbitrage expert gives traders real tools for using pairs trading, including customizable Excel wor
A Machine Learning based Pairs Trading Investment Strategy
Language: en
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Authors: Simão Moraes Sarmento
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Type: BOOK - Published: 2020-07-13 - Publisher: Springer Nature

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This book investigates the application of promising machine learning techniques to address two problems: (i) how to find profitable pairs while constraining the