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Quantitative Trading with R : Understanding Mathematical and Computational Tools from a Quant's Perspective / by Harry Georgakopoulos.
- Format:
- Book
- Author/Creator:
- Georgakopoulos, Harry, Author.
- Language:
- English
- Subjects (All):
- Accounting.
- Knowledge management.
- Finance.
- Financial services industry.
- Financial engineering.
- Business enterprises--Finance.
- Business enterprises.
- Knowledge Management.
- Financial Economics.
- Financial Services.
- Financial Engineering.
- Corporate Finance.
- Local Subjects:
- Accounting.
- Knowledge Management.
- Financial Economics.
- Financial Services.
- Financial Engineering.
- Corporate Finance.
- Physical Description:
- 1 online resource
- Edition:
- 1st ed. 2015.
- Place of Publication:
- New York : Palgrave Macmillan US : Imprint: Palgrave Macmillan, 2015.
- Summary:
- Quantitative Finance with R offers a winning strategy for devising expertly-crafted and workable trading models using the R open source programming language, providing readers with a step-by-step approach to understanding complex quantitative finance problems and building functional computer code.
- Contents:
- Machine generated contents note:
- 1. Introduction
- 2. What Do Traders Do?
- 3. What Tools Do Traders Use?
- 4. A Sample Trading Strategy
- 5. Tools That We Need to Implement a Trading Strategy
- 6. What is R? (History and Basic Instructions)
- 7. Datatypes in R
- 8. Functions in R
- 9. Linear Algebra
- 10. Statistics
- 11. Probability
- 12. What is Risk
- 13. Where to Get Financial Data
- 14. How to Analyze Financial Data
- 15. Time Series Analysis
- 16. Regression Analysis
- 17. Monte Carlo Analysis
- 18. Formulating a Strategy
- 19. Backtesting a Strategy
- 20. Validating a Strategy
- 21. Presentation of Results
- 22. Advanced Concepts.
- Notes:
- Includes bibliographical references and index.
- ISBN:
- 9781349469864
- 1349469866
- 9781137437471
- 1137437472
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