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The handbook of pairs trading [[electronic resource] ] : strategies using equities, options, and futures / / Douglas S. Ehrman
| The handbook of pairs trading [[electronic resource] ] : strategies using equities, options, and futures / / Douglas S. Ehrman |
| Autore | Ehrman Douglas S. <1976-> |
| Pubbl/distr/stampa | Hoboken, N.J., : John Wiley & Sons, Inc., c2006 |
| Descrizione fisica | 1 online resource (271 p.) |
| Disciplina | 332.64524 |
| Collana | Wiley trading series |
| Soggetto topico |
Pairs trading
Stocks |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-119-20152-7
1-280-31137-1 9786610311378 0-471-77404-9 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
The 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
CONCLUSIONChapter 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 Chapter 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 Chapter 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 CONCLUSIONPart 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 CONCLUSION |
| Record Nr. | UNINA-9910143395603321 |
Ehrman Douglas S. <1976->
|
||
| Hoboken, N.J., : John Wiley & Sons, Inc., c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The handbook of pairs trading [[electronic resource] ] : strategies using equities, options, and futures / / Douglas S. Ehrman
| The handbook of pairs trading [[electronic resource] ] : strategies using equities, options, and futures / / Douglas S. Ehrman |
| Autore | Ehrman Douglas S. <1976-> |
| Pubbl/distr/stampa | Hoboken, N.J., : John Wiley & Sons, Inc., c2006 |
| Descrizione fisica | 1 online resource (271 p.) |
| Disciplina | 332.64524 |
| Collana | Wiley trading series |
| Soggetto topico |
Pairs trading
Stocks |
| ISBN |
1-119-20152-7
1-280-31137-1 9786610311378 0-471-77404-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
The 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
CONCLUSIONChapter 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 Chapter 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 Chapter 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 CONCLUSIONPart 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 CONCLUSION |
| Record Nr. | UNINA-9910830121703321 |
|
Ehrman Douglas S. <1976->
|
||
| Hoboken, N.J., : John Wiley & Sons, Inc., c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The handbook of pairs trading : strategies using equities, options, and futures / / Douglas S. Ehrman
| The handbook of pairs trading : strategies using equities, options, and futures / / Douglas S. Ehrman |
| Autore | Ehrman Douglas S. <1976-> |
| Pubbl/distr/stampa | Hoboken, N.J., : John Wiley & Sons, Inc., c2006 |
| Descrizione fisica | 1 online resource (271 p.) |
| Disciplina | 332.64/5 |
| Collana | Wiley trading series |
| Soggetto topico |
Pairs trading
Stocks |
| ISBN |
1-119-20152-7
1-280-31137-1 9786610311378 0-471-77404-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
The 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
CONCLUSIONChapter 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 Chapter 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 Chapter 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 CONCLUSIONPart 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 CONCLUSION |
| Record Nr. | UNINA-9910876814303321 |
|
Ehrman Douglas S. <1976->
|
||
| Hoboken, N.J., : John Wiley & Sons, Inc., c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||