Trading Pairs
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Trading Pairs
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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.
The Handbook Of Pairs Trading
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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.
Pairs Trading
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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.
Charting The Major Forex Pairs
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Author : James Lauren Bickford
language : en
Publisher: John Wiley & Sons
Release Date : 2007-04-10
Charting The Major Forex Pairs written by James Lauren Bickford 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 2007-04-10 with Business & Economics categories.
A revolutionary approach to analyzing the foreign exchange markets All markets move in patterns. Being able to visualize and analyze those patterns can offer powerful advantages for traders in every market. Traditionally, though, technical analysis has been the preferred technique for Forex traders. In this pioneering book, Michael Archer and James Bickford expand upon the use of technical indicators by studying and charting the most commonly traded currency pairs. Featuring numerous historical charts generated by proprietary software and charting system, Charting the Major Forex Pairs provides Forex traders with a graphical interpretation of the markets, enabling them to instantly see patterns, and to enter into and exit positions with confidence.
A Machine Learning Based Pairs Trading Investment Strategy
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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.
The Hidden Patterns Behind 15 Forex Pairs
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Author : George M. Protonotarios
language : en
Publisher: GEORGE PROTONOTARIOS
Release Date : 2018-11-11
The Hidden Patterns Behind 15 Forex Pairs written by George M. Protonotarios and has been published by GEORGE PROTONOTARIOS this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-11-11 with Business & Economics categories.
The book “THE HIDDEN PATTERNS BEHIND 15 FOREX PAIRS” focuses on revealing major seasonal and momentum patterns behind 15 popular Forex pairs, based on 18.5 years of daily data. The currency pairs include EURUSD, GBPUSD, USDJPY, USDCHF, USDCAD, AUDUSD, NZDUSD, EURGBP, EURCHF, EURJPY, EURCAD, EURAUD, EURNZD, GBPJPY, and GBPCHF. Through extensive data analysis, a new indicator is introduced (ΔMP) for measuring the historical momentum of each Forex pair. ΔMP charts are drawn, including Linear and Polynomial trendlines. Overall, there are more than 100 charts presenting seasonal and momentum trends in the Foreign Exchange Market. The book also contains other useful trading resources such as best intraday times to trade, most volatile days of the week, and historical correlations between 15 Forex pairs (in two timeframes).
Alpha Trading
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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.
Pairs Trading A Bayesian Example
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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.
Statistical Arbitrage
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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.
4 Keys To Profitable Forex Trend Trading
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Author : Christopher Weaver
language : en
Publisher: Harriman House Limited
Release Date : 2012-01-30
4 Keys To Profitable Forex Trend Trading written by Christopher Weaver and has been published by Harriman House Limited this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-01-30 with Business & Economics categories.
The forex market is huge, and the potential to make money from it immense, but how should you structure your trading in order to profit from it? Technical analyst Christopher Weaver shows you how to improve your trading of trending currency pairs using trend lines, channels, Fibonacci retracements and symmetrical triangles. These are the four keys to making money trading forex. And this is no surface guide; the author explores in-depth how every key works, why they are useful, their different variations, and, most importantly, two practical strategies for each which take full advantage of their strengths. The concepts behind the keys can sound mysterious, but Christopher lays bare their workings with plain English and sharp insight. Fully illustrated with charts and examples, this is a unique and essential guide to making successful trades in the most exciting market out there.