
Pairs Trading: Quantitative Methods
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Description
"Pairs Trading: Quantitative Methods" offers a concise exploration of pairs trading strategies from a quantitative perspective. It introduces readers to the concept of pairs trading and its statistical foundations, providing quantitative models and techniques for identifying suitable pairs, executing trades, and managing risk. The book emphasizes the importance of rigorous backtesting and optimization and may include real-life examples and case studies to illustrate successful pairs trading strategies. Overall, it serves as a valuable resource for quantitative traders seeking to implement pairs trading strategies effectively.