Quantitative Methods and Analysis
Pairs Trading: the first in-depth analysis
This study book by Ganapathy Vidyamurthy describes the principles of pairs trading, a market-neutral strategy in which long and short positions are held simultaneously in two related assets. The book provides concrete methods and formulas for identifying and analyzing pairs, including how to determine the correct ratios to trade successfully.
Bridging theory and practice
Pairs trading is a proven quantitative trading method, and this reference work reveals the method behind this analysis. In addition to theoretical foundations, the book covers practical applications for both individual investors and institutional parties. It provides insight into calculations, risk management, and strategy development.
Product information
- Author: Ganapathy Vidyamurthy
- Series: Wiley Finance
- Publisher: John Wiley & Sons Inc
- Publication date: 2004-09-10
- Number of pages: 224
- ISBN: 9780471460671
- Subject: Finance and accounting
- BISAC: BUSINESS & ECONOMICS / Accounting / General
About the author
Ganapathy Vidyamurthy has nearly ten years of experience in financial markets, with expertise in risk management and the development of trading strategies for major hedge funds and investment banks. He is the founder of Himalaya Consulting and has a background in electrical communications engineering and mathematical sciences.