Pairs Trading : A Bayesian Example
Language: English
Published by Amazon Digital Services LLC - Kdp Aug 2012, 2012
- Softcover
- New
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
AbeBooks seller since August 14, 2006
Condition: New
£ 144.95
Quantity: 2 available
Add to basketItem description from seller
Neuware - Have you ever wondered whether Bayesian analysis can be applied toward the stock market We did, and set out to investigate.This book shows you how to find relationships between stocks or exchange traded funds (ETFs) using Bayesian analysis.A relationship that most traders are probably familiar with is linear correlation. This is sometimes used as the basis for pairs trading. But linear correlation is just one way that stocks or ETFs can be related.The analysis we present in this book can be used to exploit almost any kind of relationship that may exist between stocks or ETFs. The book will show how to calculate the probability of a stock or ETF ending the day up or down based on what other stocks or ETFs are doing.A probability is more useful than a simple up or down signal. It quantifies the certainty of a prediction and allows a trader to take a position consistent with a given level of risk.Any active trader should find the techniques presented in this book useful. We are only going to examine the relationships in one small group of ETFs as an example of what is possible but the same techniques will work for any set of stocks, ETFs, or even bonds.The tool we use to calculate the probability of a positive or negative return on a stock or ETF is called a Bayesian classifier. It is called a classifier because it calculates probabilities for only two discrete outcomes: positive or negative.The method we use to calculate these probabilities is called Bayes' Theorem.…
Seller Inventory # 9781887187152
- Title
- Pairs Trading : A Bayesian Example
- Author
- J Richard Hollos
- Publisher
- Amazon Digital Services LLC - Kdp Aug 2012
- Publication year
- 2012
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 1887187154
- ISBN 13
- 9781887187152
- Item weight
- 123 grams
- Dimensions
- 216x142x7 mm
"Synopsis" may belong to another edition of this title.
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