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
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
While statistical arbitrage has faced some tough times?as markets experienced dramatic changes in dynamics beginning in 2000?new developments in algorithmic tra
Hedge funds are now the largest volume players in the capital markets. They follow a wide assortment of strategies but their activities have replaced and oversh
This book investigates the application of promising machine learning techniques to address two problems: (i) how to find profitable pairs while constraining the