这是一本全面系统的介绍pairs trading 的书。有助于全面有深度的应用pairs trading。
Introduction 1
PART ONE The Market-Neutral Element 17
CHAPTER 1 Pairs Trading: A Brief History 19
CHAPTER 2 Market Neutrality 27
CHAPTER 3 The Market-Neutral Investment Process 43
CHAPTER 4 Market Neutrality and Pairs Trading 63
PART TWO The Arbitrage Element 73
CHAPTER 5 Arbitrage Factors 75
CHAPTER 6 Arbitrage and Pairs Trading 89
PART THREE The Technical Analysis Element 97
CHAPTER 7 Technical Tools and Indicators 99
CHAPTER 8 The Technicals of Pairs Trading 113
PART FOUR The Unified Theory 123
CHAPTER 9 Reviewing the Elements 125
CHAPTER 10 Trading Pairs Fundamentally 133
CHAPTER 11 The Technical Approach 145
CHAPTER 12 The Overlays 159
CHAPTER 13 The Unified Pairs Trading Theory 167
PART FIVE Advanced Strategies and Examples 177
CHAPTER 14 Options Basics: Terms and Strategies 179
CHAPTER 15 Pairs Trading with Options 193
CHAPTER 16 Futures and Currencies 213
CHAPTER 17 Trade Examples 225
Epilogue 249
About the Author 251
Index 253