Pairs Trading: Quantitative Methods and Analysis - Couverture rigide

Vidyamurthy, Ganapathy

Couverture rigide

ISBN 10 : 0471460672 ISBN 13 : 9780471460671

Editeur : Wiley, 2004

Synopsis

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.

A propos du livre

À propos de l'auteur

GANAPATHY VIDYAMURTHY has been working in the financial markets for nearly a decade. During this time, he created the entire risk management software infrastructure for RBC Dominion Securities in New York, and built valuation models and automated execution strategies for UBS Warburg and JP Morgan Fleming. He is currently the principal of Himalaya Consulting.

Beyond finance, Mr. Vidyamurthy's interests range from discrete optimization to algorithmic music composition--a field in which he is often cited.

Mr. Vidyamurthy has a master's degree in electrical communication engineering from the Indian Institute of Science and a master's degree from the Courant Institute of Mathematical Sciences of New York University.

Détails de l'édition

• Éditeur: Wiley
• Date d'édition: 2004
• Langue: anglais
• ISBN 10: 0471460672
• ISBN 13: 9780471460671
• Reliure: Relié
• Nombre de pages: 222
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible