Pairs trading quantitative methods
➤ Gửi thông báo lỗi ⚠️ Báo cáo tài liệu vi phạmNội dung chi tiết: Pairs trading quantitative methods
Pairs trading quantitative methods
WILEYFINANCEGanapathy VidyamurthyTradingQuantitative Methods and AnalysisGANAPATHY VIDYAMURTHYWILEYJohn Wiley & Sons, Inc.ContentsPrelaceixAcknowledgm Pairs trading quantitative methods mentsXiPART ONEBackground MaterialCHAPTER 1Introduction3rhe CAPM Model3Market Neutral Strategy5Pairs Trading8Outline9Audience10CHAPTER 2Time Series14Overview14Autocorrelation15Time Series Models16Forecasting24Goodness oi Fit versus Rias25Model Choice26Modeling Stock Prices30CHAPTER 3Factor Models37I Pairs trading quantitative methods ntroduction37Arbitrage Pricing Theory3.9The Covariance Matrix42Application: Calculating the Riskon a Portfolio44Application: Calculation of PortfolioPairs trading quantitative methods
Beta47WILEYFINANCEGanapathy VidyamurthyTradingQuantitative Methods and AnalysisGANAPATHY VIDYAMURTHYWILEYJohn Wiley & Sons, Inc.ContentsPrelaceixAcknowledgmWILEYFINANCEGanapathy VidyamurthyTradingQuantitative Methods and AnalysisGANAPATHY VIDYAMURTHYWILEYJohn Wiley & Sons, Inc.ContentsPrelaceixAcknowledgmGọi ngay
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