Texte du téléchargement du livre de chien Pairs Trading: Quantitative Methods and Analysis

Pairs Trading: Quantitative Methods and Analysis

Pairs Trading: Quantitative Methods and Analysis

by Ganapathy Vidyamurthy

Editeur : Wiley
ISBN: 9780471460671
Broché: 224
Télécharger les formats: pdf, ePub, mobi, fb2
Taille du fichier: 6 Mb
Date d'affichage: 2020-08-02
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La description:

Comprised of three information-packed parts, Pairs Trading presents an in-depth look at the various aspects of these strategies and provides quantitative tools to assist in their analysis. The first part of this comprehensive resource sets the context for the rest of the book by introducing preliminary material on some key topics, including time series, factor models, and Kalman filtering. After presenting the broad ideas and concepts of this trading method, Pairs Trading delves...