Trading Pairs : Capturing Profits and Hedging Risk with Statistical Arbitrage Strategies
Mark. Whistler
Bok Engelsk 2004 · Electronic books.
| Annen tittel | |
|---|---|
| Utgitt | Hoboken : : Wiley, , 2004.
|
| Omfang | 1 online resource (297 p.)
|
| Opplysninger | Description based upon print version of record.. - Trading Pairs; Contents; Acknowledgments; Introduction; CHAPTER 1 The Nuts and Bolts; What Are Pairs?; How Do Pairs Work?; Who Uses Pairs?; Mindset of Reading This Book; CHAPTER 2 Why Fundamental Analysis?; Common Sense; China.com; How Fundamental Analysis Relates to Pairs; CHAPTER 3 Market Basics; Growth and Growth Ratios; Growth, PE, and the PEG Ratio; PE Ratio; PEG Ratio; Tying It All Together; CHAPTER 4 Technical Analysis; Candlestick Charting; Hammer Bottoms and Hangman Tops; Doji Star; Shooting Stars; Engulfing Patterns; Support and Resistance; Trend Lines; Moving Averages. - CHAPTER 16 Moving Averages and Normalized Standard DeviationDifferential Moving Average; Normalized Standard Deviation; CHAPTER 17 Money Management; Why Money Management?; Psychology of Money Management; Understanding How Pairs Can Be Dangerous; CHAPTER 18 Money Management II; Fundamental Principles; Know Yourself; The Plan; CHAPTER 19 The Reality of Pairs; Do Pairs Really Work?; Trader or Investor?; Making the Style Work for You; Intraday Pairs; CHAPTER 20 Trading an Actual Pair; Introduction; Trading Diary-The Beginning; Historical Time Line of Divergence Events. - CHAPTER 21 The Current SetupUnderstanding Where the Pair Is Now; Fundamentals; Earnings; Technical Analysis; Statistics; Summary; Anadarko Petroleum; Fundamentals; Earnings; Technical Analysis; Statistics; Summary; CHAPTER 22 Trading Diary; CHAPTER 23 Correlating Stocks to Indices; General Electric and ExxonMobil; General Electric and the DIAMONDS; ExxonMobil and the DIAMONDS; The Three Wise Men; CHAPTER 24 Option Basics; CHAPTER 25 Understanding Volatility; What Is Volatility?; Volatility Position Sizing in Your Spreadsheet; Volatility and the Individual Stock; Weighted Volatility. - CHAPTER 26 Understanding Volatility and Options. - CHAPTER 5 Technical Analysis IndicatorsStochastics; Chaikin Money Flow Oscillator; On-Balance Volume; Relative Strength Index; CHAPTER 6 Basic Pairs Terminology; Understanding the Correlation; Spread, Differential, and Ratio; Spread; Differential; Ratio; Divergence Trading; Convergence Trading; CHAPTER 7 Importing Data into Excel; CHAPTER 8 Understanding Correlations; CHAPTER 9 Correlation Simplified; What Is a Correlation?; Where to Find Correlations; Building a Correlation Using Excel; CHAPTER 10 Understanding Stock Correlations in Relation to Indices; Why an Index?; What Is Beta?. - How to Apply BetaWhere to Find Beta; CHAPTER 11 Basic Statistics; Frequency Distribution; Mean/Median/Mode; Mean Deviation; Variance; Standard Deviation; CHAPTER 12 Excel and Statistics; Setting Up the Spreadsheet; Average, Median, Mode, and Standard Deviation; Understanding the Present Data; How Do You Know Which Stock to Buy or Short?; Charting the Data; CHAPTER 13 Differential versus Ratio; Differential; Ratio; CHAPTER 14 Applying Statistics to Pairs; Density Curve; Understanding the Data; CHAPTER 15 Taking a Step Back for a Moment. - An accessible guide to the pairs trading technique A leading arbitrage expert gives traders real tools for using pairs trading, including customizable Excel worksheets available on the companion website. Mark Whistler (Denver, CO) is the key developer of pairstrader.com as well as a licensed securities trader and broker and leading arbitrage expert.
|
| Emner | |
| Sjanger | |
| Dewey | |
| ISBN | 0471584282. - 9780471584285
|
Trading pairs : capturing profits and hedging risk with statistical arbitrage strategies
Mark Whistler
Bok · Engelsk · 2004
Mark Whistler
Bok · Engelsk · 2004
