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Type: BOOK - Published: 2011-02-02 - Publisher: John Wiley & Sons
The first in-depth analysis of pairs trading Pairs trading is a market-neutral strategy in its most simple form. The strategy involves being long (or bullish) o
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Pages: 271
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Type: BOOK - Published: 2006-01-24 - Publisher: John Wiley & Sons
Learn both the theory and practice of pairs trading, why it is consistently profitable, and how you can apply the strategies in your own trading with this valua
Language: en
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Type: BOOK - Published: 2020-07-13 - Publisher: Springer Nature
This book investigates the application of promising machine learning techniques to address two problems: (i) how to find profitable pairs while constraining the
Language: en
Pages: 221
Pages: 221
Type: BOOK - Published: 2015-11-26 - Publisher: World Scientific
"Optimal Mean Reversion Trading: Mathematical Analysis and Practical Applications provides a systematic study to the practical problem of optimal trading in the
Language: en
Pages: 230
Pages: 230
Type: BOOK - Published: 2013-05-28 - Publisher: John Wiley & Sons
Praise for Algorithmic TRADING “Algorithmic Trading is an insightful book on quantitative trading written by a seasoned practitioner. What sets this book apar