Welcome to Vinlearn Comumnity!
  • Contact Us
  • Track Your Order
  • My Downloads
Select category
  • Select category
  • Business & Sales
  • Consulting
  • Copywriting
  • Economics & Finance
  • Everything Else
  • Fighting & Martial Arts
  • Food & Cooking
  • Forex & Trading
  • Hypnosis & NLP
  • Internet Marketing
  • IT & Technology
  • Languages & Accents
  • Law
  • Magic & Tricks
  • Management & Leadership
  • Medical & Health
  • Mindfulness & Meditation
  • Mindset & Achievement
  • Music
  • Personal Development
  • Photography
  • Psychology & Body Language
  • Real Estate
  • Seduction & Love
  • SEO & Design Website
  • Software & Tools
  • Spirituality & Religion
  • Sports & Fitness
  • Uncategorized
Login / Register
Wishlist
0 items $0.00
Menu
0 Wishlist
0 items $0.00
Login / Register
Sign inCreate an Account

Lost your password?

Browse Categories
  • Internet Marketing
    • Ecommerce
    • Copywriting
    • Software & Tools
    • SEO & Design Website
  • Business & Sales
    • Management & Leadership
    • Economics & Finance
    • Law
    • Consulting
  • Forex & Trading
  • Real Estate
  • Hypnosis & NLP
  • Personal Development
    • Spirituality & Religion
    • Mindfulness & Meditation
    • Mindset & Achievement
    • Mindset & Wisdom
    • Psychology & Body Language
    • Languages & Accents
  • Medical & Health
    • Fighting & Martial Arts
  • Sports & Fitness
  • Seduction & Love
  • IT & Technology
  • Photography
  • Music
  • Food & Cooking
  • Magic & Tricks
  • Everything Else
  • HOME
  • STORE
  • FAQs
  • Contact Us
  • MY ACCOUNT
    • My Orders
    • My Downloads
-67%
Quantitative Methods and Analysis - Ganapathy Vidyamurthy
Click to enlarge
Home Forex & Trading Quantitative Methods and Analysis – Ganapathy Vidyamurthy
Learning Google AdSense - Anson Alexander
Learning Google AdSense - Anson Alexander $30.00 Original price was: $30.00.$14.00Current price is: $14.00.
Back to products
hypnosisdownloads - Bounce out of Bed
hypnosisdownloads - Bounce out of Bed $22.95 Original price was: $22.95.$10.00Current price is: $10.00.

Quantitative Methods and Analysis – Ganapathy Vidyamurthy

$78.00 Original price was: $78.00.$26.00Current price is: $26.00.

Digital Download Quantitative Methods and Analysis – Ganapathy Vidyamurthy
Delivery method: After your purchase, you’ll get access to the downloads page. Here, you can download all the files associated with your order. We’ll also send a download notification email via your email.

Description
Ganapathy Vidyamurthy (Stamford, CT) is currently a quantitative software analyst and developer at a major New York City hedge fund.

30% COUPON CODE: VINLEARN
Compare
Add to wishlist
SKU: a6174299b298 Category: Forex & Trading Tags: Ganapathy Vidyamurthy, Quantitative Methods and Analysis
Share:
  • Description
  • Product Delivery
Description

null

Quantitative Methods and Analysis – Ganapathy Vidyamurthy

Pairs Trading: Quantitative Methods and Analysis

The first in-depth analysis of pairs trading
Pairs trading is a market-neutral strategy in its most simple form. The strategy involves being long (or bullish) one asset and short (or bearish) another. If properly performed, the investor will gain if the market rises or falls. 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.
Ganapathy Vidyamurthy (Stamford, CT) is currently a quantitative software analyst and developer at a major New York City hedge fund.

About the Author

Ganapathy Vidyamurthy has been working in the financial markets for nearly a decade. During this time, he created the entire risk management software infrastructure for RBC Dominion Securities in New York, and built valuation models and automated execution strategies for UBS Warburg and JP Morgan Fleming. He is currently the principal of Himalaya Consulting. Beyond finance, Mr. Vidyamurthy’s interests range from discrete optimization to algorithmic music composition–a field in which he is often cited. Mr. Vidyamurthy has a master’s degree in electrical communication engineering from the Indian Institute of Science and a master’s degree from the Courant Institute of Mathematical Sciences of New York University.

Table of contents

Preface.

Acknowledgments.

PART ONE: BACKGROUND MATERIAL.

Chapter 1. Introduction.

The CAPM Model.

Market Neutral Strategy.

Pairs Trading.

Outline.

Audience.

Chapter 2. Time Series.

Overview.

Autocorrelation.

Time Series Models.

Forecasting.

Goodness of Fit versus Bias.

Model Choice.

Modeling Stock Prices.

Chapter 3. Factor Models.

Introduction.

Arbitrage Pricing Theory.

The Covariance Matrix.

Application: Calculating the Risk on a Portfolio.

Application: Calculation of Portfolio Beta.

Application: Tracking Basket Design.

Sensitivity Analysis.

Chapter 4. Kalman Filtering.

Introduction.

The Kalman Filter.

The Scalar Kalman Filter.

Filtering the Random Walk.

Application: Example with the Standard & Poor Index.

PART TWO: STATISTICAL ARBITRAGE.

Chapter 5. Overview.

History.

Motivation.

Cointegration.

Applying the Model.

A Trading Strategy.

Road Map for Strategy Design.

Chapter 6. Pairs Selection in Equity Markets.

Introduction.

Common Trends Cointegration Model.

Common Trends Model and APT.

The Distance Measure.

Interpreting the Distance Measure.

Reconciling Theory and Practice.

Chapter 7. Testing for Tradability.

Introduction.

The Linear Relationship.

Estimating the Linear Relationship: The Multifactor Approach.

Estimating the Linear Relationship: The Regression Approach.

Testing Residual for Tradability.

Chapter 8. Trading Design.

Introduction.

Band Design for White Noise.

Spread Dynamics.

Nonparametric Approach.

Regularization.

Tying Up Loose Ends.

PART THREE: RISK ARBITRAGE PAIRS.

Chapter 9. Risk Arbitrage Mechanics.

Introduction.

History.

The Deal Process.

Transaction Terms.

The Deal Spread.

Trading Strategy.

Quantitative Aspects.

Chapter 10. Trade Execution.

Introduction.

Specifying the Order.

Verifying the Execution.

Execution During the Pricing Period.

Short Selling.

Chapter 11. The Market Implied Merger Probability.

Introduction.

Implied Probabilities and Arrow-Debreu Theory.

The Single-Step Model.

The Multistep Model.

Reconciling Theory and Practice.

Risk Management.

Chapter 12. Spread Inversion.

Introduction.

The Prediction Equation.

The Observation Equation.

Applying the Kalman Filter.

Model Selection.

Applications to Trading.

Index.

Access Download Quantitative Methods and Analysis – Ganapathy Vidyamurthy right now!

Sale page: https://www.wiley.com/en-us/Pairs+Trading%3A+Quantitative+Methods+and+Analysis-p-9781118045701
Archive: https://archive.ph/wip/0b0Cd

Delivery Method:

After your purchase, you’ll get access to the downloads page. Here, you can download all the files associated with your order.

Downloads are available once your payment is confirmed, we’ll also send you a download notification email separate from any transaction notification emails you receive from Vinlearn.

Product Delivery

DELIVERY INFORMATION

  • Digital Download: After placing your order, you will receive an email with download instructions for immediate access. If you log in or create an account before purchasing, you can easily download your files from the account dashboard.
  • Download Reminder: Please download and save the files to your hard drive. If you encounter issues, feel free to contact us for support.
  • Download Support: If you don't receive the download link or the download link is broken, there's no need to worry. We’ll provide assistance from 8:00 AM to 8:00 PM (UTC+8).
  • We’re Here to Help: Contact us with any questions or concerns!

Download the Best Courses for Your Success. Elevate your skills with vinlearn.click – where top-quality knowledge is just a click away!

CONTACT US

  • Email: [email protected]
  • Skype: ritavu1980
  • 470 North Bridge Road, Bugis Cube, Singapore (188735).
Our stores
  • About Us
  • Privacy Policy
  • Terms Of Service
USEFUL LINKS
  • FAQs
  • Contact Us
  • Login
Footer Menu
  • My Account
  • My Orders
  • My Downloads
Vinlearn 2019-2024. All Rights Reserved.
payments
  • Menu
  • Categories
  • Internet Marketing
    • Ecommerce
    • Copywriting
    • Software & Tools
    • SEO & Design Website
  • Business & Sales
    • Management & Leadership
    • Economics & Finance
    • Law
    • Consulting
  • Forex & Trading
  • Real Estate
  • Hypnosis & NLP
  • Personal Development
    • Spirituality & Religion
    • Mindfulness & Meditation
    • Mindset & Achievement
    • Mindset & Wisdom
    • Psychology & Body Language
    • Languages & Accents
  • Medical & Health
    • Fighting & Martial Arts
  • Sports & Fitness
  • Seduction & Love
  • IT & Technology
  • Photography
  • Music
  • Food & Cooking
  • Magic & Tricks
  • Everything Else
  • Home
  • Store
  • Contact Us
  • My Account
    • My Orders
    • My Downloads
  • Wishlist
  • Compare
  • Login / Register
Shopping cart
Close
Facebook X Instagram YouTube
Shop
0 Wishlist
0 items Cart
My account