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The Handbook of Pairs Trading

The Handbook of Pairs Trading Strategies Using Equities, Options, and Futures - Wiley Trading Series

Hardback (10 Feb 2006)

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Publisher's Synopsis

Learn 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 leading authority on pairs trading. He is one of the founders and the Chief Executive Officer of AlphAmerica Asset Management LLC in Chicago. He also served as the chief executive officer of AlphAmerica Financial, Inc., the company that operated PairsTrading.com prior to its merger with PairTrader.com.

Book information

ISBN: 9780471727071
Publisher: Wiley
Imprint: John Wiley & Sons, Inc.
Pub date:
DEWEY: 332.645
DEWEY edition: 22
Language: English
Number of pages: 258
Weight: 454g
Height: 237mm
Width: 160mm
Spine width: 26mm