Pairs Trading: Quantitative Methods and Analysis

by Ganapathy Vidyamurthy

Introduction
This is an excellent introduction to two very important statistical arbitrage methods: pair arbitrage and risk arbitrage. Below you will find are a few notes that I made while I read this book.

More information about this book can be found here.

Download Notes.

Code developed while working on this book:
As always, I am interested in hearing back if any errors are found to exist.
John Weatherwax
Last modified: Thu Feb 1 09:17:36 EST 2007