Alpha trading : profitable strategies that remove directional risk /: profitable strategies that remove directional risk. (©2011)

• Record Type: Book
• Further Information: Note: Perry Kaufman.
• Other Names: Kaufman, Perry J
• Contents: Alpha Trading; Contents; Preface; CHAPTER 1 Uncertainty; Impact on Trading; The Inevitable Price Shocks; Why So Much about Price Shocks?; Complexity and Contagion Risk; The Ugly Side; Taking Defensive Action; Accepting Performance for What It Is; CHAPTER 2 The Importance of Price Noise; Noise Explained; Different Markets; A Closer Look at Equity Index Markets; Importance of Noise; Determining the Strategy; Capitalizing on the Trend of Noise; CHAPTER 3 Pairs Trading: Understanding the Process; The Process; The Basics; Target Volatility; Home Builders; Using ETFs.
• Publisher Details: Hoboken, NJ : John Wiley & Sons
• Publication Date: 2011
• Copyright Date: 2011
• Extent: 1 online resource (x, 310 pages)
• Subjects: 332.64/52; Pairs trading; Futures; BUSINESS & ECONOMICS -- Investments & Securities -- Futures; Futures; Pairs trading; Electronic books
• Languages: English
• ISBNs: 9781119198727; 1119198720; 9781118001202; 1118001206; 9781118001226; 1118001222; 1283025981; 9781283025980; 0470529741; 9780470529744
• Related ISBNs: 9780470529744
• Notes: Note: Print version record.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.