Trading Pairs. Capturing Profits and Hedging Risk with Statistical Arbitrage Strategies. Mark Whistler

Аннотация:

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.