LEADER 05212nam  2200613 a 450 
001 9910830121703321
005 20230828201119.0
010   $a1-119-20152-7
010   $a1-280-31137-1
010   $a9786610311378
010   $a0-471-77404-9
035   $a(CKB)1000000000355124
035   $a(EBL)244307
035   $a(OCoLC)475965339
035   $a(SSID)ssj0000168018
035   $a(PQKBManifestationID)12055095
035   $a(PQKBTitleCode)TC0000168018
035   $a(PQKBWorkID)10178009
035   $a(PQKB)11106148
035   $a(MiAaPQ)EBC244307
035   $a(EXLCZ)991000000000355124
100   $a20050608d2006      uy             0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 14$aThe handbook of pairs trading$b[electronic resource] $estrategies using equities, options, and futures /$fDouglas S. Ehrman
210   $aHoboken, N.J. $cJohn Wiley & Sons, Inc.$dc2006
215   $a1 online resource (271 p.)
225 1 $aWiley trading series
300   $aDescription based upon print version of record.
311   $a0-471-72707-5 
327   $aThe Handbook of Pairs Trading; Contents; Introduction; EQUITIES; ADVANCED STRATEGIES; Part I: The Market-Neutral Element; Chapter 1: Pairs Trading: A Brief History; THE GROWTH OF HEDGE FUND INVESTING; ONE HUNDRED YEARS; THE FUTURE; Chapter 2: Market Neutrality; TYPES OF MARKET NEUTRALITY; CHOICE OF SECURITY TYPE; THE ADVANTAGES OF MARKET-NEUTRAL INVESTING; RISKS OF MARKET-NEUTRAL INVESTING; CONCLUSION; Chapter 3: The Market-Neutral Investment Process; THE INITIAL SCREEN; STOCK SELECTION; FUNDAMENTAL ANALYSIS; CONTRARIAN ANALYSIS; MODEL CONSTRUCTION; PORTFOLIO CONSTRUCTION AND OPTIMIZATION
327   $aCONCLUSIONChapter 4: Market Neutrality and Pairs Trading; APPLYING PAIRS TO TYPES OF MARKET NEUTRALITY; PAIRS TRADING AND MARKET-NEUTRAL PORTFOLIO CONSTRUCTION; RISK MANAGEMENT; CONCLUSION; Part II: The Arbitrage Element; Arbitrage Factors; SECURITY TYPE; THE EFFICIENT MARKET HYPOTHESIS; TYPES OF ARBITRAGE CONVERGENCE; RISK ANALYSIS; NONCONVERGENCE; NORMALIZING DIVERGENCE; CONCLUSION; Arbitrage and Pairs Trading; RELATIVE-VALUE AND STATISTICAL ARBITRAGE; THE IMPLIED CONVERGENCE OF MATCHED EQUITY PAIRS; NORMALIZING PAIRS DIVERGENCE; CONCLUSION; Part III: The Technical Analysis Element
327   $aChapter 7: Technical Tools and IndicatorsMARKET STRENGTH INDICATORS; MOVING AVERAGE INDICATORS; VOLUME AS AN INDICATOR; CONCLUSION; Chapter 8: The Technicals of Pairs Trading; PAIRS APPLICATION OF MOVING AVERAGE INDICATORS; PRICE TREND IN PAIRS TRADING; CONCLUSION; Part IV: The Unified Theory; Chapter 9: Reviewing the Elements; THE MARKET-NEUTRAL ELEMENT; THE ARBITRAGE ELEMENT; THE TECHNICAL ANALYSIS ELEMENT; Chapter 10: Trading Pairs Fundamentally; THE FUNDAMENTAL APPROACH; FUNDAMENTALS APPLIED; PORTFOLIO CONSTRUCTION; PROBLEMS WITH THE FUNDAMENTAL APPROACH; THE VERDICT
327   $aChapter 11: The Technical ApproachTHE ELEMENTS COMBINED; GETTING STARTED; UNDERSTANDING PAIRS TECHNICALLY; TECHNICAL CHARTING AND MARKET NEUTRALITY; TECHNICAL CHARTING AND RELATIVE-VALUE ARBITRAGE; APPLYING OTHER TECHNICAL INDICATORS; SELECTING PROFIT OBJECTIVE AND STOP-LOSS LEVELS; UNIFYING THE APPROACH; Chapter 12: The Overlays; THE FUNDAMENTAL OVERLAY; THE TECHNICAL OVERLAY; CONCLUSION; Chapter 13: The Unified Pairs Trading Theory; PUTTING IT ALL TOGETHER; FORMULATE THE SELECTION CRITERIA; DETERMINE THE CANDIDATES; THE OVERLAYS; EXECUTE THE TRADE; MANAGE THE TRADE; CLOSE THE TRADE
327   $aCONCLUSIONPart V: Advanced Strategies and Examples; Chapter 14: Options Basics: Terms and Strategies; BASIC TERMS; BASIC STRATEGIES; CONCLUSION; Chapter 15: Pairs Trading with Options; THE OPTIONS OVERLAY; PAIRS OPTIONS STRATEGIES; CALLS AND PUTS; PAIRS TRADING WITH VERTICAL SPREADS; BACK SPREADS; COMBINING THE STRATEGIES; Chapter 16: Futures and Currencies; EXTRINSIC EVENTS; NATURAL CORRELATION; SPEED; CURRENCIES; OPTIONS ON FUTURES; CONCLUSION; Chapter 17: Trade Examples; THE FUNDAMENTAL TRADE; THE TECHNICAL TRADE; THE BLENDED APPROACH TRADE: APPLICATION OF THE UNIFIED THEORY; USING OPTIONS
327   $aCONCLUSION
330   $aLearn both the theory and practice of pairs trading, why it is consistently profitable, and how you can apply the strategies in your own trading with this valuable guide. Author Douglas Ehrman covers pairs trading involving stocks, options on stocks, and futures contracts, and explains how this type of trading allows you to profit from the changing price relationship of securities. In addition to a comprehensive discussion of the theories involved, he also includes practical examples that will to help you put what you've learned into practice. Douglas S. Ehrman is a hedge fund manager and a 
410  0$aWiley trading series.
606   $aPairs trading
606   $aStocks
615  0$aPairs trading.
615  0$aStocks.
676   $a332.64524
700   $aEhrman$b Douglas S.$f1976-$01637499
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910830121703321
996   $aThe handbook of pairs trading$93979358
997   $aUNINA