Pairs trading quantitative methods and analysis

This widelypracticed arbitrage technique involves pairs trading that arises inthe context of corporate events, especially mergers andacquisitions. Peppered with humorand snippets of history, Pairs Trading provides a framework for andinsights on applying rigorous analysis to trading pairs in theequity markets. Pairs trading is a market-neutral strategy in its most simple form. 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: quantitative methods and analysis / Ganapathy. Vidyamurthy. p. .. various aspects of these strategies and provide quantitative tools to assist in.

from the Book: Pairs Trading: Quantitative Methods and Analysis by Ganapathy Vidyamurthy. John L. Weatherwax∗. Sept 30, ∗[email protected] 1. Pairs trading strategy has been applied for at least 30 years in the stock market and currently among the most commonly used trading strategies because of its understandability (Vidyamurthy [11]). Known as a statistical arbitrage, pairs trading strategy analyzes the difference between two stock prices. Pairs trading: quantitative methods and analysis. Ganapathy Vidyamurthy Published in in New York (N.Y.) by Wiley. Services. Reference details.

Pairs Trading has 44 ratings and 3 reviews. The first in-depth analysis of pairs tradingPairs trading is a market-neutral strategy in its most simple for. Pairs Trading reveals the secrets of this rigorous quantitative analysis program to provide individuals and investment houses with the tools they. 'Pairs Trading' is an investment strategy used by many Hedge Funds. Consider two similar stocks which trade provides an analytical framework for such an investment strategy. .. Vidyamurthy, G., Pairs Trading—Quantitative Methods and.