Research Catalog
Alpha trading : profitable strategies that remove directional risk / Perry Kaufman.
- Title
- Alpha trading : profitable strategies that remove directional risk / Perry Kaufman.
- Author
- Kaufman, Perry J.
- Publication
- Hoboken, N.J. : Wiley, ©2011.
Items in the Library & Off-site
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1 Item
| Status | Format | Access | Call Number | Item Location |
|---|---|---|---|---|
| Text | Request in advance | HG4661 .K33 2011 | Off-site |
Holdings
Details
- Description
- x, 310 pages : illustrations; 24 cm
- Summary
- "From a leading trading systems developer, how to make profitable trades when there are no obvious trends How does a trader find alpha when markets make no sense, when price shocks cause diversification to fail, and when it seems impossible to hedge? What strategies should traders, long conditioned to trend trading, deploy? In Alpha Trading, author Perry Kaufman presents strategies and systems for profitably trading in directionless markets and in those experiencing constant price shocks. The book details how to exploit new highs and lows and describes how to hedge primary risk components, find robustness, and craft a diversification program"--Publisher's description.
- Uniform Title
- Wiley trading.
- Subject
- Note
- Includes index.
- Contents
- Uncertainty -- The importance of price noise -- Pairs trading: understanding the process -- Pairs trading using futures -- Risk-adjusted spreads -- Cross-market trading and the stress indicator -- Revisiting pairs using the stress indicator -- Traditional market-neutral trading -- Other stat-arb methods.
- ISBN
- 9780470529744
- 0470529741
- 9781118001202 (ebk.) (canceled/invalid)
- 9781118001219 (ebk.) (canceled/invalid)
- 9781118001226 (ebk.) (canceled/invalid)
- LCCN
- 2010032753
- Owning Institutions
- Columbia University Libraries