Pairs Trading
DOWNLOAD
Download Pairs Trading PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Pairs Trading book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
The Handbook Of Pairs Trading
DOWNLOAD
Author : Douglas S. Ehrman
language : en
Publisher: John Wiley & Sons
Release Date : 2006-01-24
The Handbook Of Pairs Trading written by Douglas S. Ehrman and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-01-24 with Business & Economics categories.
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 valuable guide. Author Douglas Ehrman covers pairs trading involving stocks, options on stocks, and futures contracts, and explains how this type of trading allows you to profit from the changing price relationship of securities. In addition to a comprehensive discussion of the theories involved, he also includes practical examples that will to help you put what you've learned into practice. Douglas S. Ehrman is a hedge fund manager and a leading authority on pairs trading. He is one of the founders and the Chief Executive Officer of AlphAmerica Asset Management LLC in Chicago. He also served as the chief executive officer of AlphAmerica Financial, Inc., the company that operated PairsTrading.com prior to its merger with PairTrader.com.
Trading Pairs
DOWNLOAD
Author : Mark Whistler
language : en
Publisher: John Wiley & Sons
Release Date : 2004-07-29
Trading Pairs written by Mark Whistler and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-07-29 with Business & Economics categories.
An accessible guide to the pairs trading technique A leading arbitrage expert gives traders real tools for using pairs trading, including customizable Excel worksheets available on the companion website. Mark Whistler (Denver, CO) is the key developer of pairstrader.com as well as a licensed securities trader and broker and leading arbitrage expert.
Pairs Trading
DOWNLOAD
Author : Ganapathy Vidyamurthy
language : en
Publisher: John Wiley & Sons
Release Date : 2011-02-02
Pairs Trading written by Ganapathy Vidyamurthy and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-02-02 with Business & Economics categories.
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 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. Pairs Trading contains specific and tested formulas for identifying and investing in pairs, and answers important questions such as what ratio should be used to construct the pairs properly. Ganapathy Vidyamurthy (Stamford, CT) is currently a quantitative software analyst and developer at a major New York City hedge fund.
Pairs Trading A Bayesian Example
DOWNLOAD
Author : Stefan Hollos
language : en
Publisher: Abrazol Publishing
Release Date : 2012-08-31
Pairs Trading A Bayesian Example written by Stefan Hollos and has been published by Abrazol Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-08-31 with Business & Economics categories.
Have you ever wondered whether Bayesian analysis can be applied toward the stock market? We did, and set out to investigate. This book shows you how to find relationships between stocks or exchange traded funds (ETFs) using Bayesian analysis. A relationship that most traders are probably familiar with is linear correlation. This is sometimes used as the basis for pairs trading. But linear correlation is just one way that stocks or ETFs can be related. The analysis we present in this book can be used to exploit almost any kind of relationship that may exist between stocks or ETFs. The book will show how to calculate the probability of a stock or ETF ending the day up or down based on what other stocks or ETFs are doing. A probability is more useful than a simple up or down signal. It quantifies the certainty of a prediction and allows a trader to take a position consistent with a given level of risk. Any active trader should find the techniques presented in this book useful. We are only going to examine the relationships in one small group of ETFs as an example of what is possible but the same techniques will work for any set of stocks, ETFs, or even bonds. The tool we use to calculate the probability of a positive or negative return on a stock or ETF is called a Bayesian classifier. It is called a classifier because it calculates probabilities for only two discrete outcomes: positive or negative. The method we use to calculate these probabilities is called Bayes' Theorem.
Trade Like A Hedge Fund
DOWNLOAD
Author : James Altucher
language : en
Publisher: John Wiley & Sons
Release Date : 2011-01-13
Trade Like A Hedge Fund written by James Altucher and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-01-13 with Business & Economics categories.
Learn the successful strategies behind hedge fund investing Hedge funds and hedge fund trading strategies have long been popular in the financial community because of their flexibility, aggressiveness, and creativity. Trade Like a Hedge Fund capitalizes on this phenomenon and builds on it by bringing fresh and practical ideas to the trading table. This book shares 20 uncorrelated trading strategies and techniques that will enable readers to trade and invest like never before. With detailed examples and up-to-the-minute trading advice, Trade Like a Hedge Fund is a unique book that will help readers increase the value of their portfolios, while decreasing risk. James Altucher (New York, NY) is a partner at Subway Capital, a hedge fund focused on special arbitrage situations, and short-term statistically based strategies. Previously, he was a partner with technology venture capital firm 212 Ventures and was CEO and founder of Vaultus, a wireless and software company.
Trading Stategies For Capital Markets Chapter 20 Pairs Trading
DOWNLOAD
Author : Joseph Benning
language : en
Publisher: McGraw Hill Professional
Release Date : 2007-08-07
Trading Stategies For Capital Markets Chapter 20 Pairs Trading written by Joseph Benning and has been published by McGraw Hill Professional this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-08-07 with Business & Economics categories.
This chapter comes from a book written by Joseph Benning, a Moody's Vice President and former Senior Economist at the Chicago Board of Trade. Trading Strategies for Capital Markets provides examples of successful trading strategies, guidance on when and why to use them, and revealing discussions of trading psychology and risk management. With his trademark lively and engaging style, Dr. Benning cuts through the complexities of the capital markets, making them accessible, practical, interesting, and easy to understand.
A Machine Learning Based Pairs Trading Investment Strategy
DOWNLOAD
Author : Simão Moraes Sarmento
language : en
Publisher: Springer Nature
Release Date : 2020-07-13
A Machine Learning Based Pairs Trading Investment Strategy written by Simão Moraes Sarmento and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-07-13 with Technology & Engineering categories.
This book investigates the application of promising machine learning techniques to address two problems: (i) how to find profitable pairs while constraining the search space and (ii) how to avoid long decline periods due to prolonged divergent pairs. It also proposes the integration of an unsupervised learning algorithm, OPTICS, to handle problem (i), and demonstrates that the suggested technique can outperform the common pairs search methods, achieving an average portfolio Sharpe ratio of 3.79, in comparison to 3.58 and 2.59 obtained using standard approaches. For problem (ii), the authors introduce a forecasting-based trading model capable of reducing the periods of portfolio decline by 75%. However, this comes at the expense of decreasing overall profitability. The authors also test the proposed strategy using an ARMA model, an LSTM and an LSTM encoder-decoder.
Alpha Trading
DOWNLOAD
Author : Perry J. Kaufman
language : en
Publisher: John Wiley & Sons
Release Date : 2011-03-08
Alpha Trading written by Perry J. Kaufman and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-03-08 with Business & Economics categories.
From a leading trading systems developer, how to make profitable trades when there are no obvious trends How does a trader find alpha when markets make no sense, when price shocks cause diversification to fail, and when it seems impossible to hedge? What strategies should traders, long conditioned to trend trading, deploy? In Alpha Trading: Profitable Strategies That Remove Directional Risk, author Perry Kaufman presents strategies and systems for profitably trading in directionless markets and in those experiencing constant price shocks. The book Details how to exploit new highs and lows Describes how to hedge primary risk components, find robustness, and craft a diversification program Other titles by Kaufman: New Trading Systems and Methods, 4th Edition and A Short Course in Technical Trading, both by Wiley Given Kaufman's 30 years of experience trading in almost every kind of market, his Alpha Trading will be a welcome addition to the trading literature of professional and serious individual traders for years to come.
Statistical Arbitrage
DOWNLOAD
Author : Andrew Pole
language : en
Publisher: John Wiley & Sons
Release Date : 2011-07-07
Statistical Arbitrage written by Andrew Pole and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-07-07 with Business & Economics categories.
While statistical arbitrage has faced some tough times?as markets experienced dramatic changes in dynamics beginning in 2000?new developments in algorithmic trading have allowed it to rise from the ashes of that fire. Based on the results of author Andrew Pole?s own research and experience running a statistical arbitrage hedge fund for eight years?in partnership with a group whose own history stretches back to the dawn of what was first called pairs trading?this unique guide provides detailed insights into the nuances of a proven investment strategy. Filled with in-depth insights and expert advice, Statistical Arbitrage contains comprehensive analysis that will appeal to both investors looking for an overview of this discipline, as well as quants looking for critical insights into modeling, risk management, and implementation of the strategy.
Algorithmic Trading
DOWNLOAD
Author : Ernie Chan
language : en
Publisher: John Wiley & Sons
Release Date : 2013-05-28
Algorithmic Trading written by Ernie Chan and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-05-28 with Business & Economics categories.
Praise for Algorithmic TRADING “Algorithmic Trading is an insightful book on quantitative trading written by a seasoned practitioner. What sets this book apart from many others in the space is the emphasis on real examples as opposed to just theory. Concepts are not only described, they are brought to life with actual trading strategies, which give the reader insight into how and why each strategy was developed, how it was implemented, and even how it was coded. This book is a valuable resource for anyone looking to create their own systematic trading strategies and those involved in manager selection, where the knowledge contained in this book will lead to a more informed and nuanced conversation with managers.” —DAREN SMITH, CFA, CAIA, FSA, Managing Director, Manager Selection & Portfolio Construction, University of Toronto Asset Management “Using an excellent selection of mean reversion and momentum strategies, Ernie explains the rationale behind each one, shows how to test it, how to improve it, and discusses implementation issues. His book is a careful, detailed exposition of the scientific method applied to strategy development. For serious retail traders, I know of no other book that provides this range of examples and level of detail. His discussions of how regime changes affect strategies, and of risk management, are invaluable bonuses.” —ROGER HUNTER, Mathematician and Algorithmic Trader