Pairs Trading
Pairs Trading: Quantitative Methods and Analysis (Wiley Finance) by Ganapathy Vidyamurthy
Some time ago, a friend mentioned this book to me. I checked out the book in order to get more motivation on studying Time Series.
It is easy to read. I went through most chapters except the "Kalman Filtering" chapter and the third part "Risk Arbitrage Pairs".
I barely went through the content without pondering and questioning the claims in the book. I will come back to them later.
Some time ago, a friend mentioned this book to me. I checked out the book in order to get more motivation on studying Time Series.
It is easy to read. I went through most chapters except the "Kalman Filtering" chapter and the third part "Risk Arbitrage Pairs".
I barely went through the content without pondering and questioning the claims in the book. I will come back to them later.
浙公网安备 33010602011771号