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Monday, November 19, 2018

Trading Pairs - Capturing Profits and Hedging Risk with Statistical Arbitrage Strategies - By "MARK WHISTLER"

File Size: 8.28 mb

This book is intended for the average investor who would like to gain a new perspective on the market. Traditionally, when we invest, we either buy or sell a stock, and then hope that it moves in our chosen direction. However, at times this strategy leaves us with a “naked” position that is simply at the mercy of the market. Thus, pairs trading offers a unique alternative, and allows the individual investor a way to “hedge” positions. Think about it for a moment. If you have a long and a short position, then you are technically market neutral. And if the broader indices fall 200 points—in theory—your position should still be “flat.” The goal is to protect our portfolios from dramatic market swings up or down, while finding stock relationship inequalities, in an effort to make money.

CHAPTER 1: The Nuts and Bolts
CHAPTER 2: Why Fundamental Analysis?
CHAPTER 3: Market Basics
CHAPTER 4: Technical Analysis
CHAPTER 5: Technical Analysis Indicators
CHAPTER 6: Basic Pairs Terminology
CHAPTER 7: Importing Data into Excel
CHAPTER 8: Understanding Correlations—Steve Price
CHAPTER 9: Correlation Simplified
CHAPTER 10: Understanding Stock Correlations in Relation to Indices
CHAPTER 11: Basic Statistics
CHAPTER 12: Excel and Statistics
CHAPTER 13: Differential versus Ratio
CHAPTER 14: Applying Statistics to Pairs
CHAPTER 15: Taking a Step Back for a Moment
CHAPTER 16: Moving Averages and Normalized Standard Deviation
CHAPTER 17: Money Management
CHAPTER 18: Money Management II
CHAPTER 19: The Reality of Pairs
CHAPTER 20: Trading an Actual Pair
CHAPTER 21: The Current Setup
CHAPTER 22: Trading Diary
CHAPTER 23: Correlating Stocks to Indices
CHAPTER 24: Option Basics—Scott P. Evans
CHAPTER 25: Understanding Volatility
CHAPTER 26: Understanding Volatility and Options
CHAPTER 27: Using Technical and Fundamental Analysis with Pairs
CHAPTER 28: Assorted Advice to Assist Trading
CHAPTER 29: The Monitor Sheet
CHAPTER 30: Conclusion
Appendix I Economic Indicator Summary
Appendix II Web sites, Books, and Software
Glossary—Jonathan Crowell and with Additions from
Andrew and Aaron Long
About the CD-ROM

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