合伙交易手册:应用股权、选择权与期货的策略

合伙交易手册:应用股权、选择权与期货的策略
作 者: Douglas Ehrman
出版社: 吉林长白山
丛编项:
版权说明: 本书为公共版权或经版权方授权,请支持正版图书
标 签: 暂缺
ISBN 出版时间 包装 开本 页数 字数
未知 暂无 暂无 未知 0 暂无

作者简介

  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 Fina

内容简介

Pairs trading—and other market-neutral strategies—have been around since the organization of listed markets. Once used only by large institutional investors and hedge funds, this approach has recently been adopted by many individual traders looking to take money out of the markets. In The Handbook of Pairs Trading, financial professional Douglas Ehrman combines his extensive knowledge and experience within this field to provide you with the tools and techniques necessary to successfully begin managing your own pairs trading portfolio. Divided into five parts, The Handbook of Pairs Trading explores pairs trading from a variety of angles, each with the joint goal of illustrating both the general tenets of the strategy and presenting the particular approach that Ehrman believes to be superior to all others. In the first three parts, Ehrman explores the elements that make up the trading of equity pairs and the requisite skills that accompany that endeavor. You'll receive a brief history of this discipline, an...

图书目录

Introduction

PART ONE: The Market-Neutral Element

 Chapter 1: Pairs Trading: A Brief History

 Chapter 2: Market Neutrality

 Chapter 3: The Market-Neutral Investment Process

 Chapter 4: Market Neutrality and Pairs Trading

PART TWO: The Arbitrage Element

 Chapter 5: Arbitrage Factors

 Chapter 6: Arbitrage and Pairs Trading

PART THREE: The Technical Analysis Element

 Chapter 7: Technical Tools and Indicators

 Chapter 8: The Technicals of Pairs Trading

PART FOUR: The Unified Theory

 Chapter 9: Reviewing the Elements

 Chapter 10: Trading Pairs Fundamentally

 Chapter 11: The Technical Approach

 Chapter 12: The Overlays

 Chapter 13: The Unified Pairs Trading Theory

PART FIVE: Advanced Strategies and Examples

 Chapter 14: Options Basics: Terms and Strategies

 Chapter 15: Pairs Trading with Options

 Chapter 16: Futures and Currencies

 Chapter 17: Trade Examples

Epilogue

About the Author

Index