Research Catalog
The handbook of pairs trading : strategies using equities, options, and futures
- Title
- The handbook of pairs trading : strategies using equities, options, and futures / Douglas S. Ehrman.
- Author
- Ehrman, Douglas S., 1976-
- Publication
- Hoboken, N.J. : John Wiley & Sons, Inc., [2006], ©2006.
- 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 .E37 2006 | Off-site | |
Not available - Please for assistance. | Text | Use in library | Off-site |
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Details
- Description
- viii, 258 pages : illustrations; 24 cm.
- Summary
- "In The Handbook of Pairs Trading, financial professional Douglas Ehrman combines his extensive knowledge and experience within this field to provide you with the tools and techniques necessary to successfully begin managing your own pairs trading portfolio." "While pairs trading is easiest to understand when considering equities, the discussion of options, futures, and currencies in the final two parts gives you an expanded collection of tools by which to manage your portfolio. Here, Ehrman explores the application of Unified Pairs Trading Theory to these alternate asset classes and securities types, and takes you step by step through a series of trade examples across various asset classes - to both highlight the nuances of each and to solidify your understanding of the theory." "The Handbook of Pairs Trading clearly explains the theory and practice of this important discipline, and breaks down its strategy so you can gain a firm understanding of the underlying dynamics of pairs trading. Filled with in-depth insight and expert advice, The Handbook of Pairs Trading is a comprehensive resource for those looking to implement this proven and profitable trading strategy."--BOOK JACKET.
- Series Statement
- Wiley trading series
- Uniform Title
- Wiley trading series.
- Subjects
- Contents
- Ch. 1. Pairs trading : a brief history -- Ch. 2. Market neutrality -- Ch. 3. The market-neutral investment process -- Ch. 4. Market neutrality and pairs trading -- Ch. 5. Arbitrage factors -- Ch. 6. Arbitrage and pairs trading -- Ch. 7. Technical tools and indicators -- Ch. 8. The technicals of pairs trading -- Ch. 9. Reviewing the elements -- Ch. 10. Trading pairs fundamentally -- Ch. 11. The technical approach -- Ch. 12. The overlays -- Ch. 13. The unified pairs trading theory -- Ch. 14. Options basics : terms and strategies -- Ch. 15. Pairs trading with options -- Ch. 16. Futures and currencies -- Ch. 17. Trade examples.
- ISBN
- 9780471727071 (cloth)
- 0471727075 (cloth)
- LCCN
- 2005016417
- OCLC
- ocm60650969
- SCSB-5930583
- Owning Institutions
- Columbia University Libraries