The Handbook of Pairs Trading

Strategies Using Equities, Options and Futures

Douglas S. Ehrman

272 pages, parution le 27/02/2006

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Résumé

"The Handbook of Pairs Trading gives you the understanding necessary to unlock opportunities that often present themselves in the stock market but are usually only recognized by some of the most successful technical traders on Wall Street. Utilization of Doug's system has been instrumental in building our model at Alchemy Research and aiding in the profitability of our clients."
Steven A. Chananya Managing Partner and Institutional Sales Alchemy Research, Gotham Equities, D&S Capital

"Doug has outlined a clear roadmap on pairs trading, which can be used as a resource tool for both novices and experienced professionals alike. His attention to detail indicates a clear understanding and strong and controlled approach to the sophisticated trading approach that this book explains. I found the approach to be elegant and entertaining as he married the technical text-type material with the philosophical interludes introducing various chapters."
James F. Hamilton independent market observer and former CBOE market-maker

"I enjoyed Doug's Sherlock Holmes approach as he unraveled each concept and strategy. The Handbook is a valuable resource for the investor, trader, and fund manager while the implementation of these strategies is a necessity in today's market conditions."
Rob Friesen CEO, PairCo, LLC

Learn both the theory and practice of this discipline, 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.

Sommaire

The Market-Neutral Element
- Pairs Trading: A Brief History
- Market Neutrality
- The Market-Neutral Investment Process
- Market Neutrality and Pairs Trading
The Arbitrage Element
- Arbitrage Factors
- Arbitrage and Pairs Trading
The Technical Analysis Element
- Technical Tools and Indicators
- The Technicals of Pairs Trading
The Unified Theory
- Reviewing the Elements
- Trading Pairs Fundamentally
- The Technical Approach
- The Overlays
- The Unified Pairs Trading Theory
Advanced Strategies and Examples
- Options Basics: Terms and Strategies
- Pairs Trading with Options
- Futures and Currencies
- Trade Examples
Epilogue

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Wiley
Auteur(s)	Douglas S. Ehrman
Parution	27/02/2006
Nb. de pages	272
Format	16 x 24
Couverture	Relié
Poids	455g
Intérieur	Quadri
EAN13	9780471727071
ISBN13	978-0-471-72707-1