结果：找到“Pairs Trading”相关内容34个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
Pairs trading with a mean-reverting jump–diffusion model on high-frequency data0 个回复 - 245 次查看 This paper develops a pairs trading framework based on a mean-reverting jump-diffusionmodel and applies it to minute-by-minute data of the S&P 500 oil companies from 1998to 2015. The established stati ...2023-7-12 09:47 - LIG_z - 现金交易版
配对交易经典实操教材Vidyamurthy G. Pairs trading (Wiley, 2004)0 个回复 - 1657 次查看 配对交易经典实操教材Vidyamurthy G. Pairs trading (Wiley, 2004) Preface ix Acknowledgments xi PART ONE Background Material CHAPTER 1 Introduction 3 The CAPM Model 3 Market Neutral Strategy ...2017-11-15 22:58 - xiaorenwuhyl - 现金交易版
英文原版（免费啦）Pairs Trading - Quantitative Methods and Analysis
115 个回复 - 29863 次查看 很不错的英文原版数量化交易 共享啦 Pairs trading is a market neutral strategy in its most simple form. The strategy involves being long (or bullish) one asset and short (or bearish) another. If pro ...2009-10-30 14:07 - chqsdu - 金融学（理论版）
115 个回复 - 29863 次查看 很不错的英文原版数量化交易 共享啦 Pairs trading is a market neutral strategy in its most simple form. The strategy involves being long (or bullish) one asset and short (or bearish) another. If pro ...2009-10-30 14:07 - chqsdu - 金融学（理论版）
统计套利策略综述：Statistical Arbitrage Pairs Trading Strategies
2 个回复 - 969 次查看 统计套利策略综述：Statistical Arbitrage Pairs Trading Strategies: Review and Outlook 主要介绍统计套利中距离法、协整法、时间序列法、随机控制法等不同类型策略的研究2023-4-13 12:01 - ctman - 金融工程（数量金融）与金融衍生品
2 个回复 - 969 次查看 统计套利策略综述：Statistical Arbitrage Pairs Trading Strategies: Review and Outlook 主要介绍统计套利中距离法、协整法、时间序列法、随机控制法等不同类型策略的研究2023-4-13 12:01 - ctman - 金融工程（数量金融）与金融衍生品
A new approach to Pairs Trading 配对交易新方法
0 个回复 - 442 次查看 A new approach to Pairs Trading Using fundamental data to find optimal portfolios Author: Erik Jakobsson 配对交易新方法 使用基本面数据寻找最佳资产组合2023-5-12 13:32 - dafanzei - 新手入门区
0 个回复 - 442 次查看 A new approach to Pairs Trading Using fundamental data to find optimal portfolios Author: Erik Jakobsson 配对交易新方法 使用基本面数据寻找最佳资产组合2023-5-12 13:32 - dafanzei - 新手入门区
【配对交易】Pairs Trading-A Cointegration Approach
19 个回复 - 6132 次查看 Pairs Trading-A Cointegration Approach 一篇关于应用协整的配对交易的paper。 Abstract This study uses the Johansen test for cointegration to sele ...2016-2-3 19:59 - yujun1214 - 金融学（理论版）
19 个回复 - 6132 次查看 Pairs Trading-A Cointegration Approach 一篇关于应用协整的配对交易的paper。 Abstract This study uses the Johansen test for cointegration to sele ...2016-2-3 19:59 - yujun1214 - 金融学（理论版）
Pairs Trading - Quantitative Methods and Analysis
2 个回复 - 2449 次查看 Pairs Trading - Quantitative Methods and Analysis 经典的quant trading 教程2022-4-28 08:07 - lawrencexp - 量化投资
2 个回复 - 2449 次查看 Pairs Trading - Quantitative Methods and Analysis 经典的quant trading 教程2022-4-28 08:07 - lawrencexp - 量化投资
Pairs Trading: Quantitative Methods and Analysis [EPUB]
0 个回复 - 510 次查看 Pairs Trading: Quantitative Methods and Analysis [EPUB] English | 2004 | ISBN: 0471460672 | 224 pages | EPUB[/backcolor] [/backcolor] [/backcolor]2021-9-26 11:38 - zhangke0987 - 投资人（实务版）
0 个回复 - 510 次查看 Pairs Trading: Quantitative Methods and Analysis [EPUB] English | 2004 | ISBN: 0471460672 | 224 pages | EPUB[/backcolor] [/backcolor] [/backcolor]2021-9-26 11:38 - zhangke0987 - 投资人（实务版）
A Machine Learning based Pairs Trading Investment Strategy
1 个回复 - 782 次查看 A Machine Learning based Pairs Trading Investment Strategy 1st ed. 2021 by Simão Moraes Sarmento (Author), Nuno Horta (Author)2021-8-10 06:23 - happydude - 求助成功区
1 个回复 - 782 次查看 A Machine Learning based Pairs Trading Investment Strategy 1st ed. 2021 by Simão Moraes Sarmento (Author), Nuno Horta (Author)2021-8-10 06:23 - happydude - 求助成功区
Copula-Based Pairs Trading Strategy, Xie & Wu, 2013, AsFA Conference
3 个回复 - 491 次查看 【作者(必填)】 【文题(必填)】 【年份(必填)】 【全文链接或数据库名称(选填)】2021-7-11 03:40 - happydude - 求助成功区
3 个回复 - 491 次查看 【作者(必填)】 【文题(必填)】 【年份(必填)】 【全文链接或数据库名称(选填)】2021-7-11 03:40 - happydude - 求助成功区
求助文献Pairs trading in Chinese commodity futures markets
5 个回复 - 905 次查看 【作者(必填)】Danni Chen[/backcolor] Jing Cui[/backcolor] Yan Gao[/backcolor] Leilei Wu[/backcolor] 【文题(必填)】Pairs trading in Chinese commodity futures markets: an adaptive cointegration app ...2020-6-1 13:22 - cooper56 - 求助成功区
5 个回复 - 905 次查看 【作者(必填)】Danni Chen[/backcolor] Jing Cui[/backcolor] Yan Gao[/backcolor] Leilei Wu[/backcolor] 【文题(必填)】Pairs trading in Chinese commodity futures markets: an adaptive cointegration app ...2020-6-1 13:22 - cooper56 - 求助成功区
58、【backtrader股票策略】配对交易策略(pairs trading strategy)
3 个回复 - 1504 次查看 策略绩效2021-4-26 21:56 - tianjixuetu - 量化投资
3 个回复 - 1504 次查看 策略绩效2021-4-26 21:56 - tianjixuetu - 量化投资
【学习笔记】求书，Pairs trading:quantitative methods and analysis(Wiley ...
1 个回复 - 858 次查看 求书，Pairs trading:quantitative methods and analysis(Wiley 2004),谢谢2020-3-2 23:37 - XunD - Forum
1 个回复 - 858 次查看 求书，Pairs trading:quantitative methods and analysis(Wiley 2004),谢谢2020-3-2 23:37 - XunD - Forum
The profitability of pairs trading strategies: distance, cointegration and copul
1 个回复 - 510 次查看 【作者(必填)】 3 【文题(必填)】 The profitability of pairs trading strategies: distance, cointegration and copula[/backcolor] methods 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www. ...2020-1-9 22:52 - internet.hzx - 求助成功区
1 个回复 - 510 次查看 【作者(必填)】 3 【文题(必填)】 The profitability of pairs trading strategies: distance, cointegration and copula[/backcolor] methods 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www. ...2020-1-9 22:52 - internet.hzx - 求助成功区
Stock Price Co-Movement and the Foundations of Pairs Trading
1 个回复 - 335 次查看 【作者(必填)】 sds 【文题(必填)】 Stock Price Co-Movement and the Foundations of Pairs Trading【年份(必填)】 sd 【全文链接或数据库名称(选填)】https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3 ...2019-7-12 00:12 - internet.hzx - 求助成功区
1 个回复 - 335 次查看 【作者(必填)】 sds 【文题(必填)】 Stock Price Co-Movement and the Foundations of Pairs Trading【年份(必填)】 sd 【全文链接或数据库名称(选填)】https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3 ...2019-7-12 00:12 - internet.hzx - 求助成功区
On the determinants of pairs trading profitability
1 个回复 - 471 次查看 【作者(必填)】HeikoJacob[/backcolor], [/backcolor]MartinWeber1[/backcolor] 【文题(必填)】On the determinants of pairs trading profitability 【年份(必填)】2014 【全文链接或数据库名称(选填)】ht ...2018-12-3 12:10 - Alicefree - 求助成功区
1 个回复 - 471 次查看 【作者(必填)】HeikoJacob[/backcolor], [/backcolor]MartinWeber1[/backcolor] 【文题(必填)】On the determinants of pairs trading profitability 【年份(必填)】2014 【全文链接或数据库名称(选填)】ht ...2018-12-3 12:10 - Alicefree - 求助成功区
配对交易 pairs trading 下载
16 个回复 - 6362 次查看 第一次发帖 有的资源也不多 上传一个配对交易吧2010-1-3 17:44 - lalaokk - 金融工程（数量金融）与金融衍生品
16 个回复 - 6362 次查看 第一次发帖 有的资源也不多 上传一个配对交易吧2010-1-3 17:44 - lalaokk - 金融工程（数量金融）与金融衍生品
文献下载求助：A stochastic model for commodity pairs trading
1 个回复 - 888 次查看 【作者(必填)】Ahmet Göncü and Erdinc Akyildirim[/backcolor] 【文题(必填)】A stochastic model for commodity pairs trading 【年份(必填)】2016 【全文链接或数据库名称(选填)】https://www.tan ...2018-3-14 17:09 - cooper56 - 求助成功区
1 个回复 - 888 次查看 【作者(必填)】Ahmet Göncü and Erdinc Akyildirim[/backcolor] 【文题(必填)】A stochastic model for commodity pairs trading 【年份(必填)】2016 【全文链接或数据库名称(选填)】https://www.tan ...2018-3-14 17:09 - cooper56 - 求助成功区
文献求助：Pairs trading: does volatility timing matter
1 个回复 - 840 次查看 【作者(必填)】Nicolas Huck[/backcolor] 【文题(必填)】Pairs trading: does volatility timing matter[/backcolor] 【年份(必填)】2015 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/ ...2018-3-13 17:54 - cooper56 - 求助成功区
1 个回复 - 840 次查看 【作者(必填)】Nicolas Huck[/backcolor] 【文题(必填)】Pairs trading: does volatility timing matter[/backcolor] 【年份(必填)】2015 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/ ...2018-3-13 17:54 - cooper56 - 求助成功区
A pairs trading strategy
2 个回复 - 1271 次查看 【作者(必填)】 Carlos Eduardo de Moura[/backcolor], Adrian Pizzinga[/backcolor] & Jorge Zubelli[/backcolor]【文题(必填)】 A pairs trading strategy based on linear state space models and the Kalman f ...2017-7-14 10:59 - waterup - 求助成功区
2 个回复 - 1271 次查看 【作者(必填)】 Carlos Eduardo de Moura[/backcolor], Adrian Pizzinga[/backcolor] & Jorge Zubelli[/backcolor]【文题(必填)】 A pairs trading strategy based on linear state space models and the Kalman f ...2017-7-14 10:59 - waterup - 求助成功区
Pairs trading and selection methods: is cointegration superior
2 个回复 - 977 次查看 【作者(必填)】Nicolas Huck & Komivi Afawubo 【文题(必填)】Pairs trading and selection methods: is cointegration superior 【年份(必填)】2015 【全文链接或数据库名称(选填)】http://www.tandfonlin ...2017-5-15 16:00 - waterup - 求助成功区
2 个回复 - 977 次查看 【作者(必填)】Nicolas Huck & Komivi Afawubo 【文题(必填)】Pairs trading and selection methods: is cointegration superior 【年份(必填)】2015 【全文链接或数据库名称(选填)】http://www.tandfonlin ...2017-5-15 16:00 - waterup - 求助成功区
求助文献Pairs trading: optimal thresholds and profitability
1 个回复 - 806 次查看 【作者(必填)】Zeng, Z. and Lee, C 【文题(必填)】Pairs trading: optimal thresholds and profitability 【年份(必填)】2014 【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/a ... ?jour ...2017-6-14 17:49 - cooper56 - 求助成功区
1 个回复 - 806 次查看 【作者(必填)】Zeng, Z. and Lee, C 【文题(必填)】Pairs trading: optimal thresholds and profitability 【年份(必填)】2014 【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/a ... ?jour ...2017-6-14 17:49 - cooper56 - 求助成功区
求助文献Statistical Arbitrage with Pairs Trading
1 个回复 - 668 次查看 【作者(必填)】G¨onc¨u, A. and Akyıldırım, E. 【文题(必填)】Statistical Arbitrage with Pairs Trading 【年份(必填)】2016 【全文链接或数据库名称(选填)】http://onlinelibrary.wil ...2017-6-14 17:46 - cooper56 - 求助成功区
1 个回复 - 668 次查看 【作者(必填)】G¨onc¨u, A. and Akyıldırım, E. 【文题(必填)】Statistical Arbitrage with Pairs Trading 【年份(必填)】2016 【全文链接或数据库名称(选填)】http://onlinelibrary.wil ...2017-6-14 17:46 - cooper56 - 求助成功区
Vidyamurthy+Pairs trading: quantitative methods and analysis
3 个回复 - 1842 次查看 【作者(必填)】Vidyamurthy 【文题(必填)】Pairs trading: quantitative methods and analysis 【年份(必填)】2004 【全文链接或数据库名称(选填)】2016-7-22 11:24 - harlon1976 - 求助成功区
3 个回复 - 1842 次查看 【作者(必填)】Vidyamurthy 【文题(必填)】Pairs trading: quantitative methods and analysis 【年份(必填)】2004 【全文链接或数据库名称(选填)】2016-7-22 11:24 - harlon1976 - 求助成功区
对冲基金配对交易策略概览——配对交易（Pairs Trading）
22 个回复 - 34043 次查看 金融机构的核心竞争力在于对金融资产进行准确的估值定价（Valuation & Pricing），不论是投资银行家对拟上市企业的路演推介，还是风险投资家在对初创型企业注资时的谈判，亦或是一个老股民在证券营业部的大户室对K ...2010-9-29 22:24 - financialist - 金融学（理论版）
22 个回复 - 34043 次查看 金融机构的核心竞争力在于对金融资产进行准确的估值定价（Valuation & Pricing），不论是投资银行家对拟上市企业的路演推介，还是风险投资家在对初创型企业注资时的谈判，亦或是一个老股民在证券营业部的大户室对K ...2010-9-29 22:24 - financialist - 金融学（理论版）
The handbook of pairs trading-Strategies Using Equities, Options, and Futures
11 个回复 - 4694 次查看 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 N ...2011-1-10 01:38 - yinaway - 金融学（理论版）
11 个回复 - 4694 次查看 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 N ...2011-1-10 01:38 - yinaway - 金融学（理论版）
Classical Pairs Trading Using MatLab
7 个回复 - 4158 次查看 “The pairs trade was developed in the late 1980s by quantitative analysts and pioneered by Gerald Bamberger while at Morgan Stanley. With the help of others at Morgan Stanley at the time, including N ...2009-6-23 14:27 - winsonsun12 - 金融学（理论版）
7 个回复 - 4158 次查看 “The pairs trade was developed in the late 1980s by quantitative analysts and pioneered by Gerald Bamberger while at Morgan Stanley. With the help of others at Morgan Stanley at the time, including N ...2009-6-23 14:27 - winsonsun12 - 金融学（理论版）
Pairs Trading Quantitative Methods and Analysis
1 个回复 - 1033 次查看 Pairs Trading Quantitative Methods and Analysis2014-12-8 06:19 - Eugenechan002 - 休闲灌水
1 个回复 - 1033 次查看 Pairs Trading Quantitative Methods and Analysis2014-12-8 06:19 - Eugenechan002 - 休闲灌水
Adaptive pairs trading strategy performance in Turkish derivatives exchange
2 个回复 - 1342 次查看 【作者(必填)】 Kaan Evren Bolgün1, Engin Kurun2 and Serhat Güven3 【文题(必填)】Adaptive pairs trading strategy performance in Turkish derivatives exchange with the companies listed on Istanbul st ...2014-7-10 04:24 - Grace23 - 求助成功区
2 个回复 - 1342 次查看 【作者(必填)】 Kaan Evren Bolgün1, Engin Kurun2 and Serhat Güven3 【文题(必填)】Adaptive pairs trading strategy performance in Turkish derivatives exchange with the companies listed on Istanbul st ...2014-7-10 04:24 - Grace23 - 求助成功区
The Handbook of Pairs Trading: Strategies Using Equities, Options, and Futures
6 个回复 - 2870 次查看 The Handbook of Pairs Trading: Strategies Using Equities, Options, and Futures2010-4-21 01:18 - zm_zheng - 金融学（理论版）
6 个回复 - 2870 次查看 The Handbook of Pairs Trading: Strategies Using Equities, Options, and Futures2010-4-21 01:18 - zm_zheng - 金融学（理论版）
The Handbook of Pairs Trading: Strategies Using Equities, Options, and Futures
12 个回复 - 6379 次查看 The Handbook of Pairs Trading: Strategies Using Equities, Options, and Futures Douglas S. Ehrman ISBN: 978-0-471-72707-1 Hardcover 258 pages January 2006 Learn both the theory and practice of ...2009-7-8 00:22 - yhongl12 - 金融学（理论版）
12 个回复 - 6379 次查看 The Handbook of Pairs Trading: Strategies Using Equities, Options, and Futures Douglas S. Ehrman ISBN: 978-0-471-72707-1 Hardcover 258 pages January 2006 Learn both the theory and practice of ...2009-7-8 00:22 - yhongl12 - 金融学（理论版）
求Evaluation of Pairs Trading Strategy at the Brazilian Financial Market
1 个回复 - 694 次查看 Evaluation of Pairs Trading Strategy at the Brazilian Financial Market Marcelo Perlin Escola de Administração - UFRGS July 23, 2009 Journal of Derivatives & Hedge Funds, Vol. 15 ...2014-2-17 14:56 - 鲛人泣月 - 求助成功区
1 个回复 - 694 次查看 Evaluation of Pairs Trading Strategy at the Brazilian Financial Market Marcelo Perlin Escola de Administração - UFRGS July 23, 2009 Journal of Derivatives & Hedge Funds, Vol. 15 ...2014-2-17 14:56 - 鲛人泣月 - 求助成功区
分享Pairs_Trading-Quantitative Methods and Analysis
0 个回复 - 2057 次查看 作者说: Oftentimes, the market poses itself as the elephant. There are people who say that predicting the market is like predicting the weather, because you can do well in the short term, but where ...2010-1-14 04:38 - 419419 - 金融工程（数量金融）与金融衍生品
0 个回复 - 2057 次查看 作者说: Oftentimes, the market poses itself as the elephant. There are people who say that predicting the market is like predicting the weather, because you can do well in the short term, but where ...2010-1-14 04:38 - 419419 - 金融工程（数量金融）与金融衍生品
Excellent Paper: Pairs Trading performance of a relative value arbitrage
2 个回复 - 2971 次查看 Pairs Trading: performance of a relative value arbitrage strategy Evan G. Gatev William N. Goetzmann K. Geert Rouwenhorst Yale School of Management2009-7-18 10:15 - danchina - 金融学（理论版）
2 个回复 - 2971 次查看 Pairs Trading: performance of a relative value arbitrage strategy Evan G. Gatev William N. Goetzmann K. Geert Rouwenhorst Yale School of Management2009-7-18 10:15 - danchina - 金融学（理论版）
