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Books on the topic 'Arbitrage trading strategies'

Author: Grafiati

Published: 7 June 2025

Last updated: 2 August 2025

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1

Ruf, Johannes Karl Dominik. Optimal Trading Strategies Under Arbitrage. [publisher not identified], 2011.

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2

Wong, M. Anthony. Fixed-income arbitrage: Analytical techniques and strategies. Wiley, 1993.

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3

Algo, TradeSign. Proprietary Trading Strategies: Market Neutral Arbitrage. Independently Published, 2017.

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4

Milhailovich, Walter, and John B. Guerard. Currency Options: Strategies for Hedging, Trading, and Arbitrage. Probus Pub Co, 1986.

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5

Sports Arbitrage - Advanced Series - Cross-Market Trading Strategies I. Lulu Press, Inc., 2009.

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6

Sports Arbitrage - Advanced Series - Cross-Market trading Strategies II. Lulu Press, Inc., 2010.

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7

Macro Trading & Investment Strategies : Macroeconomic Arbitrage in Global Markets (Wiley Trading Advantage Series). Wiley, 1999.

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8

Burstein, Gabriel. Macro Trading and Investment Strategies: Macroeconomic Arbitrage in Global Markets. Wiley & Sons, Incorporated, John, 2008.

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9

Kaufman, Perry J. Alpha Trading: Profitable Strategies That Remove Directional Risk. Wiley & Sons, Incorporated, John, 2011.

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10

Kaufman, Perry J. Alpha Trading: Profitable Strategies That Remove Directional Risk. Wiley & Sons, Incorporated, John, 2011.

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11

Kaufman, Perry J. Alpha Trading: Profitable Strategies That Remove Directional Risk. Wiley & Sons, Incorporated, John, 2011.

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12

Alpha trading: Profitable strategies that remove directional risk. Wiley, 2011.

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13

Whistler, Mark. Trading Pairs: Capturing Profits and Hedging Risk with Statistical Arbitrage Strategies. Wiley & Sons, Incorporated, John, 2008.

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14

Whistler, Mark. Trading Pairs + CD: Capturing Profits and Hedging Risk with Statistical Arbitrage Strategies. Wiley, 2004.

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15

The handbook of pairs trading: Strategies using equities, options, and futures. John Wiley & Sons, Inc., 2006.

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16

Dikanarov, George, Joseph McBride, and Andrew C. Spieler. Relative Value Hedge Fund Strategies. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780190607371.003.0014.

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Relative value strategies, also called arbitrage strategies, are trading strategies that exploit mispricing in the financial markets among the same or related assets. Relative value trading is a popular investment strategy among many hedge fund managers who try to achieve high returns while minimizing risk. To capitalize on the mispricing of assets, investment managers take long positions in the undervalued assets and short positions in the overvalued assets with the expectation that prices will revert to their fundamental values. When using relative value strategies, managers construct market

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17

Farrelly, Caroline, and François-Serge Lhabitant. Event-Driven Hedge Fund Strategies. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780190607371.003.0012.

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This chapter explores some of the strategies used by event-driven hedge funds, namely merger arbitrage, trading distressed securities, special situations, and activism. This broad category within the hedge fund space attracts about a quarter of the capital deployed to this part of the alternatives world. Investors are drawn to the idea of uncorrelated returns that can act as a source of diversification for their portfolios as well as the ability to follow the news flow related to their investments. In essence, such trades should have identifiable catalysts and time frames. The chapter offers i

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18

Tunaru, Radu S. Financial Applications of Real-Estate Derivatives. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780198742920.003.0006.

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This chapter shows some applications of real-estate derivatives. These include trading strategies and also an extensive arbitrage detection analysis. The linkages between the over-the-counter markets in real-estate derivatives and the similar markets on exchanges is likely to play a crucial role in the future.

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19

Fernández-Villaverde, Jesús, Pablo Guerrón-Quintana, and Juan Rubio-Ramírez. Futures markets, Bayesian forecasting and risk modelling. Edited by Anthony O'Hagan and Mike West. Oxford University Press, 2018. http://dx.doi.org/10.1093/oxfordhb/9780198703174.013.14.

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This article demonstrates the utility of the Bayesian approach in forecasting and risk modelling regarding speculative trading strategies in financial futures markets. It first provides an overview of subjective expectations that are motivated as fair prices of futures contracts before discussing the futures markets and a portfolio mean-variance efficiency generalization. In particular, it considers the critical role of hedging to ensue attractive risk-adjusted performance. It also describes general Bayesian dynamic models and specific Bayesian dynamic linear models for assessing risk models i

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20

Back, Kerry E. Dynamic Securities Markets. Oxford University Press, 2017. http://dx.doi.org/10.1093/acprof:oso/9780190241148.003.0008.

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The dynamic model with time‐additive utility is defined. The intertemporal budget constraint is explained. SDF processes are defined in terms of a martingale property. There is a strictly positive SDF process if and only if there are no arbitrage opportunities. Dynamic complete markets are explained. The difference between the price of an asset and its value calculated from an SDF process is called a bubble. There is no bubble if a transversality condition is satisfied. Some constraints on trading strategies are needed to rule out Ponzi schemes. SDF processes are derived for nominal asset pric

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