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Optimal Convergence Trade Strategies
Review of Financial Studies, 2013Convergence trades exploit temporary mispricing by simultaneously buying relatively underpriced assets and selling short relatively overpriced assets. This paper studies optimal convergence trades under both recurring and nonrecurring arbitrage opportunities represented by continuing and "stopped" cointegrated price processes and considers both fixed ...
Liu, J., Timmermann, A.
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The Journal of Alternative Investments, 2001
Merger arbitrage has been one of the most consistent performing of hedge fund strategies. However, recent issues related to U.S. and European regulatory action on potential mergers have increased both interest and concern about the potential of this strategy. In this issue, two experts answer questions regarding their views as to the benefits of merger
Peter Drippé, Dwight Eyrick
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Merger arbitrage has been one of the most consistent performing of hedge fund strategies. However, recent issues related to U.S. and European regulatory action on potential mergers have increased both interest and concern about the potential of this strategy. In this issue, two experts answer questions regarding their views as to the benefits of merger
Peter Drippé, Dwight Eyrick
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SSRN Electronic Journal, 2014
In this article, the authors provide some new tools to evaluate trading strategies. When it is known that many strategies and combinations of strategies have been tried, it is necessary to adjust our evaluation method for these multiple tests. Sharpe Ratios and other statistics will be overstated. The methods provided by the authors in this article are
Campbell R. Harvey, Yan Liu
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In this article, the authors provide some new tools to evaluate trading strategies. When it is known that many strategies and combinations of strategies have been tried, it is necessary to adjust our evaluation method for these multiple tests. Sharpe Ratios and other statistics will be overstated. The methods provided by the authors in this article are
Campbell R. Harvey, Yan Liu
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The Journal of Alternative Investments, 2000
Within the traditional and alternative investment areas, debt in general and emerging market debt in particular have experienced declining investor interest during the past several years. The reduction of investors9 interest in a trading strategy after that strategy has a poor relative performance compared to investors9 other investment classes (e.g ...
Hans Humes, Bruce Richards
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Within the traditional and alternative investment areas, debt in general and emerging market debt in particular have experienced declining investor interest during the past several years. The reduction of investors9 interest in a trading strategy after that strategy has a poor relative performance compared to investors9 other investment classes (e.g ...
Hans Humes, Bruce Richards
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CFA Institute Magazine, 2003
This article addresses the following key points: Being aware of the big picture is key to avoiding behavioral trading traps. Traders can cut down losers by studying why they keep them. Emotions often distort our perception of trades. Behavioral models help take advantage of insights on investor psychology.
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This article addresses the following key points: Being aware of the big picture is key to avoiding behavioral trading traps. Traders can cut down losers by studying why they keep them. Emotions often distort our perception of trades. Behavioral models help take advantage of insights on investor psychology.
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International Journal: Canada's Journal of Global Policy Analysis, 1954
strengthen our trade relations not only with the United States but also with any country that can be persuaded to trade with us has been, and is, the steady objective of the strategy of Canadian commercial policy. The tactics have naturally varied with changing circumstances.
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strengthen our trade relations not only with the United States but also with any country that can be persuaded to trade with us has been, and is, the steady objective of the strategy of Canadian commercial policy. The tactics have naturally varied with changing circumstances.
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Learning the optimal trading strategy
Physica A: Statistical Mechanics and its Applications, 2001zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Franci, F. +2 more
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2016
Stories abound about people who say they bought a house 30 years ago, and it is now worth many times the purchase price. Staying invested in the housing market has historically been a safe bet. Just like a long-term investor in the housing market, a long-term individual stock market investor expects an upward-trending stock market when viewed decade by
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Stories abound about people who say they bought a house 30 years ago, and it is now worth many times the purchase price. Staying invested in the housing market has historically been a safe bet. Just like a long-term investor in the housing market, a long-term individual stock market investor expects an upward-trending stock market when viewed decade by
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2013
Although originally conceived as a tool to alleviate risk, once introduced, options quickly became a vehicle for speculative investment. For the trader who believes himself or herself capable of predicting the direction of the market, either short or long term, puts and calls offer financial leverage.
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Although originally conceived as a tool to alleviate risk, once introduced, options quickly became a vehicle for speculative investment. For the trader who believes himself or herself capable of predicting the direction of the market, either short or long term, puts and calls offer financial leverage.
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Directional Trading Strategies
1991In most markets, there are only two ways to profit: one can either buy or sell some underlying asset. To profit, you have to predict correctly which direction the market will take and when. With options, you can also profit from correctly predicting market direction, but in addition, you can gain from changes in the perceptions of risk, and from the ...
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