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The Resource Quantitative trading with R : understanding mathematical and computational tools from a quant's perspective, Harry Georgakopoulos

Quantitative trading with R : understanding mathematical and computational tools from a quant's perspective, Harry Georgakopoulos

Label
Quantitative trading with R : understanding mathematical and computational tools from a quant's perspective
Title
Quantitative trading with R
Title remainder
understanding mathematical and computational tools from a quant's perspective
Statement of responsibility
Harry Georgakopoulos
Creator
Subject
Language
eng
Summary
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.--
Assigning source
Provided by publisher
Cataloging source
DLC
http://library.link/vocab/creatorName
Georgakopoulos, Harry
Illustrations
illustrations
Index
index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/subjectName
  • Stocks
  • Investment analysis
  • Corporations
  • Commodity exchanges
Label
Quantitative trading with R : understanding mathematical and computational tools from a quant's perspective, Harry Georgakopoulos
Instantiates
Publication
Bibliography note
Includes bibliographical references (pages 261-267) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
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
Control code
FIEb17665747
Dimensions
25 cm.
Edition
First edition
Extent
xiii, 272 pages
Isbn
9781137354075
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)885228590
Label
Quantitative trading with R : understanding mathematical and computational tools from a quant's perspective, Harry Georgakopoulos
Publication
Bibliography note
Includes bibliographical references (pages 261-267) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
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
Control code
FIEb17665747
Dimensions
25 cm.
Edition
First edition
Extent
xiii, 272 pages
Isbn
9781137354075
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)885228590

Library Locations

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      Via dei Roccettini 9, San Domenico di Fiesole, 50014, IT
      43.803074 11.283055
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