عنوان

Quantitative trading with R :

شابک

1137354070

شابک

9781137354075

شماره

dltt

عنوان اصلي

Quantitative trading with R :

نام عام مواد

[Book]

ساير اطلاعات عنواني

understanding mathematical and computational tools from a quant's perspective /

نام نخستين پديدآور

Harry Georgakopoulos

وضعيت ويراست

First edition

نام خاص و کميت اثر

xiii, 272 pages :

ساير جزييات

illustrations ;

ابعاد

25 cm

متن يادداشت

Includes bibliographical references and index

متن يادداشت

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

بدون عنوان

8

متن يادداشت

"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. "--

موضوع مستند نشده

Commodity exchanges

موضوع مستند نشده

Corporations-- Finance-- Computer programs

موضوع مستند نشده

Investment analysis-- Mathematical models

موضوع مستند نشده

Stocks-- Mathematical models

شماره

ويراست

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

Georgakopoulos, Harry

تاريخ عمليات

20150219151635.0

قواعد فهرست نويسي ( بخش توصيفي )

rda

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y