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The Handbook of Pairs Trading

Strategies Using Equities, Options, and Futures

The Handbook of Pairs Trading by Douglas S. Ehrman
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Learn both the theory and practice of pairs trading, why it is consistently profitable, and how you can apply the strategies in your own trading with this valuable guide. Author Douglas Ehrman covers pairs trading involving stocks, options on stocks, and futures contracts, and explains how this type of trading allows you to profit from the changing price relationship of securities. In addition to a comprehensive discussion of the theories involved, he also includes practical examples that will to help you put what you've learned into practice.

Douglas S. Ehrman is a hedge fund manager and a leading authority on pairs trading. He is one of the founders and the Chief Executive Officer of AlphAmerica Asset Management LLC in Chicago. He also served as the chief executive officer of AlphAmerica Financial, Inc., the company that operated prior to its merger with

Wiley; January 2006
271 pages; ISBN 9780471774044
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Title: The Handbook of Pairs Trading
Author: Douglas S. Ehrman
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