Research Catalog

Trading pairs : capturing profits and hedging risk with statistical arbitrage strategies

Title
Trading pairs : capturing profits and hedging risk with statistical arbitrage strategies / Mark Whistler.
Author
Whistler, Mark.
Publication
Hoboken, NJ : John Wiley & Sons, 2004.
Supplementary Content

Available Online

Table of contents

Items in the Library & Off-site


About 1 Item.
Still Loading More items...

StatusFormatAccessCall NumberItem Location
TextRequest in advance HG4661 .W46 2004Off-site

Details

Description
xiii, 279 pages : illustrations; 26 cm +
Series Statement
Wiley trading
Uniform Title
Wiley trading.
Subjects
Bibliography (note)
  • Includes bibliographical references and index.
Contents
Ch. 1. The nuts and bolts -- Ch. 2. Why fundamental analysis? -- Ch. 3. Market basics -- Ch. 4. Technical analysis -- Ch. 5. Technical analysis indicators -- Ch. 6. Basic pairs terminology -- Ch. 7. Importing data into Excel -- Ch. 8. Understanding correlations / Steve Price -- Ch. 9. Correlation simplified -- Ch. 10. Understanding stock correlations in relation to indices -- Ch. 11. Basic statistics -- Ch. 12. Excel and statistics -- Ch. 13. Differential versus ratio -- Ch. 14. Applying statistics to pairs -- Ch. 15. Taking a step back for a moment -- Ch. 16. Moving averages and normalized standard deviation -- Ch. 17. Money management -- Ch. 18. Money management II -- Ch. 19. The reality of pairs -- Ch. 20. Trading an actual pair -- Ch. 21. The current setup -- Ch. 22. Trading diary -- Ch. 23. Correlating stocks to indices -- Ch. 24. Option basics / Scott P. Evans -- Ch. 25. Understanding volatility -- Ch. 26. Understanding volatility and options -- Ch. 27. Using technical and fundamental analysis with pairs -- Ch. 28. Assorted advice to assist trading -- Ch. 29. The monitor sheet -- Ch. 30. Conclusion.
ISBN
0471584282 (cloth/cd-rom)
LCCN
  • 2004002263
  • R3-453233
OCLC
  • 54392553
  • ocm54392553
  • SCSB-5068457
Owning Institutions
Columbia University Libraries