An edition of Quantitative trading with R (2015)

Quantitative trading with R

understanding mathematical and computational tools from a quant's perspective

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Quantitative trading with R
Harry Georgakopoulos
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Last edited by ImportBot
October 5, 2021 | History
An edition of Quantitative trading with R (2015)

Quantitative trading with R

understanding mathematical and computational tools from a quant's perspective

  • 0 Ratings
  • 1 Want to read
  • 0 Currently reading
  • 0 Have read

"Quantitative Trading with R offers readers a winning strategy for devising expertly-crafted and workable trading models using the R open-source programming language. Based on the author's own experience as a professor and high-frequency trader, this book provides a step-by-step approach to understanding complex quantitative finance problems and building functional computer code. This is an introductory work for students, researchers, and practitioners interested in applying statistical-programming, mathematical, and financial concepts to the creation and analysis of simple and practical trading strategies. No prior programming knowledge is assumed on the part of the reader. Georgakopoulos outlines basic trading concepts and walks the reader through the necessary math, data analysis, finance, and programming concepts necessary to successfully implement a strategy. Multiple examples are included throughout the work containing useful computer code that can be applied directly to real-world trading models. Individual case studies are split up into smaller modules for impact and retention. Chapters contain a balanced mix of mathematics, finance, and programming theory, and cover such topics as linear algebra, matrix manipulations, statistics, data analysis, and programming constructs. Upon completion of the book, readers will know how to research, analyze, backtest, and code up a successful trading strategy."--

Publish Date
Language
English
Pages
272

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Edition Availability
Cover of: Quantitative Trading with R
Cover of: Quantitative Trading with R
Cover of: Quantitative trading with R
Cover of: Quantitative Trading with R
Quantitative Trading with R
2015, Palgrave Macmillan
in English

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Book Details


Table of Contents

1. An Overview
2. Tools of the Trade
3. Working with Data
4. Basic Statistics and Probability
5. Intermediate Statistics and Probability
6. Spreads, Betas and Risk
7. Backtesting with Quantstrat
8. High-Frequency Data
9. Options
10. Optimization
11. Speed, Testing, and Reporting.

Edition Notes

Includes bibliographical references and index.

Classifications

Dewey Decimal Class
332.640285/5133
Library of Congress
HG4661 .G46 2015, HD28-70HF5601-5688HF

The Physical Object

Pagination
xiii, 272 pages
Number of pages
272

ID Numbers

Open Library
OL27227828M
ISBN 10
1137354070
ISBN 13
9781137354075
LCCN
2014028408
OCLC/WorldCat
885228590

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History

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October 5, 2021 Edited by ImportBot import existing book
November 13, 2020 Edited by MARC Bot import existing book
August 4, 2020 Edited by ImportBot import existing book
July 19, 2019 Created by MARC Bot import new book