Research Catalog
Trading pairs : capturing profits and hedging risk with statistical arbitrage strategies
- Title
- Trading pairs : capturing profits and hedging risk with statistical arbitrage strategies / Mark Whistler.
- Author
- Whistler, Mark.
- Publication
- Hoboken, NJ : John Wiley & Sons, 2004.
- Supplementary Content
Items in the Library & Off-site
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2 Items
| Status | Format | Access | Call Number | Item Location |
|---|---|---|---|---|
| Text | Request in advance | HG4661 .W46 2004 | Off-site | |
Not available - Please for assistance. | Text | Use in library | Off-site |
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Details
- Description
- xiii, 279 pages : illustrations; 26 cm +
- Summary
- "Traditionally, when you either buy or sell a stock, you hope that it moves in the one direction that results in a profit. However, at times, this strategy leaves you with a "naked" position that is simply at the mercy of the markets. Thus, pairs trading offers a unique alternative and allows you, the individual investor, a way to "hedge" positions. The goal is to protect your portfolio from dramatic market upswings or downturns, while finding stock relationship inequalities - all in an effort to make money." "Trading Pairs : Capturing Profits and Hedging Risk with Statistical Arbitrage Strategies illustrates this profitable technique, and allows you to gain a new perspective on the markets as well as a new approach to investing. In addition, if you have access to the Internet and Microsoft Excel, the companion CD-ROM can help you put everything in this book to practice, as well as track your pairs."--BOOK JACKET.
- Series Statement
- Wiley trading
- Uniform Title
- Wiley trading.
- Subjects
- Bibliography (note)
- Includes bibliographical references and index.
- Contents
- Ch. 1. The nuts and bolts -- Ch. 2. Why fundamental analysis? -- Ch. 3. Market basics -- Ch. 4. Technical analysis -- Ch. 5. Technical analysis indicators -- Ch. 6. Basic pairs terminology -- Ch. 7. Importing data into Excel -- Ch. 8. Understanding correlations / Steve Price -- Ch. 9. Correlation simplified -- Ch. 10. Understanding stock correlations in relation to indices -- Ch. 11. Basic statistics -- Ch. 12. Excel and statistics -- Ch. 13. Differential versus ratio -- Ch. 14. Applying statistics to pairs -- Ch. 15. Taking a step back for a moment -- Ch. 16. Moving averages and normalized standard deviation -- Ch. 17. Money management -- Ch. 18. Money management II -- Ch. 19. The reality of pairs -- Ch. 20. Trading an actual pair -- Ch. 21. The current setup -- Ch. 22. Trading diary -- Ch. 23. Correlating stocks to indices -- Ch. 24. Option basics / Scott P. Evans -- Ch. 25. Understanding volatility -- Ch. 26. Understanding volatility and options -- Ch. 27. Using technical and fundamental analysis with pairs -- Ch. 28. Assorted advice to assist trading -- Ch. 29. The monitor sheet -- Ch. 30. Conclusion.
- ISBN
- 0471584282 (cloth/cd-rom)
- LCCN
- 2004002263
- R3-453233
- OCLC
- 54392553
- ocm54392553
- SCSB-5068457
- Owning Institutions
- Columbia University Libraries