Used Books @99

Pairs Trading: Quantitative Methods and Analysis Book by Ganapathy Vidyamurthy

Rs. 199.00

Sale Sold out

Shipping calculated at checkout.

Book cover type hardcover

Quantity

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 into two different versions of pairs trading in the equity marketsstatistical arbitrage pairs trading and risk arbitrage. Part II of this book details statistical arbitrage pairs trading, which is a relative value arbitrage on two securities based on the premise that there is a long-run equilibrium between the prices of the stocks comprising the pair. Part III moves on to illustrate the trading techniques and strategies associated with risk arbitragethe widely practiced arbitrage technique that involves pairs trading arising in the context of corporate events, especially mergers and acquisitions.

Written in a straightforward and accessible style, Pairs Trading provides a framework that will allow you to boost the bottom line of any portfolio.

📚 Important Note on Book Condition:
This is a pre-owned/used book. While all pages are intact and perfectly readable, the book may show signs of wear such as:

1) Minor creases or bends, 2) Slight yellowing of pages, 3) Faint markings or name written inside

We ensure good, readable condition for every book we sell.
If you're looking for new or pristine condition, please check our listings marked as "New."

View full details