The Handbook of Pairs Trading – Strategies Using Equities, Options, and Futures
Strategies Using Equities, Options, and Futures
Gebonden Engels 2006 9780471727071Samenvatting
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 valuable guide. Author Douglas Ehrman covers pairs trading involving stocks, options on stocks, and futures contracts, and explains how this type of trading allows you to profit from the changing price relationship of securities. In addition to a comprehensive discussion of the theories involved, he also includes practical examples that will to help you put what you′ve learned into practice.
Douglas S. Ehrman is a hedge fund manager and a leading authority on pairs trading. He is one of the founders and the Chief Executive Officer of AlphAmerica Asset Management LLC in Chicago. He also served as the chief executive officer of AlphAmerica Financial, Inc., the company that operated PairsTrading.com prior to its merger with PairTrader.com.
Specificaties
Lezersrecensies
Inhoudsopgave
<p>PART ONE: The Market–Neutral Element.</p>
<p>Chapter 1: Pairs Trading: A Brief History.</p>
<p>Chapter 2: Market Neutrality.</p>
<p>Chapter 3: The Market–Neutral Investment Process.</p>
<p>Chapter 4: Market Neutrality and Pairs Trading.</p>
<p>PART TWO: The Arbitrage Element.</p>
<p>Chapter 5: Arbitrage Factors.</p>
<p>Chapter 6: Arbitrage and Pairs Trading.</p>
<p>PART THREE: The Technical Analysis Element.</p>
<p>Chapter 7: Technical Tools and Indicators.</p>
<p>Chapter 8: The Technicals of Pairs Trading.</p>
<p>PART FOUR: The Unified Theory.</p>
<p>Chapter 9: Reviewing the Elements.</p>
<p>Chapter 10: Trading Pairs Fundamentally.</p>
<p>Chapter 11: The Technical Approach.</p>
<p>Chapter 12: The Overlays.</p>
<p>Chapter 13: The Unified Pairs Trading Theory.</p>
<p>PART FIVE: Advanced Strategies and Examples.</p>
<p>Chapter 14: Options Basics: Terms and Strategies.</p>
<p>Chapter 15: Pairs Trading with Options.</p>
<p>Chapter 16: Futures and Currencies.</p>
<p>Chapter 17: Trade Examples.</p>
<p>Epilogue.</p>
<p>About the Author.</p>
<p>Index.</p>
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