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Pairs Trading - Quantitative Methods and Analysis

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Pairs Trading reveals the secrets of this rigorous quantitative analysis program to provide individuals and investment houses with the tools they need to successfully implement and profit from this proven trading methodology. Pairs Trading contains specific and tested formulas for identifying and investing in pairs, and answers important questions such as what ratio should be used to construct the pairs properly.


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Keyword Pages
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arbitrage pairs
CAPM
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factor models
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pairs
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portfolio risk
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risk arbitrage
spread inversion
trade execution

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arbitrage

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