Can anyone recommend a pairs trading book ?

Discussion in 'Educational Resources' started by prox, Feb 20, 2003.

  1. prox


  2. there are none...I checked every financial online bookstore when I began pair trading.
  3. prox


    Fair enough, I couldn't find any either :D
  4. balda


  5. Do google searches for research papers and working papers on the subject and you can turn up a few things although it's a bit dense (being academic research and all).

    In general though....Pairs need not be complicated, these people that want you to think it's rocket isn't.

    You can get a list of the top 50-100 correlated pairs in the s&p and work around that.

  6. DaveN


  7. If you are really serious about pair trading find an experienced prop trading office that specializes in pair trading. I learned as much as I could from others in the office I was with, then used what works for me.
  8. Carlos11



    Did you find "The Complete Arbitrage Deskbook" to be useful?
  9. Hi,
    I have to disagree with you. I discovered the site in September of 2002. By November I had a working pairs trading system. Most of the system design comes from the pairs trading manual.
    I agree, $200 is a hefty price, but I made it all back many times over.
    This is the direct link to the manual for those who are interested:
    There is also a new site that I discovered recently. It is a mirror image of It is called They also have a book The Art of Arb. They sell it for $495. Go figure...
    Check out the discussion I started last September There is a lot of useful information there.

    Good luck to all,
    #10     Feb 21, 2003