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
Resource Information
The item Quantitative trading with R : understanding mathematical and computational tools from a quant's perspective, Harry Georgakopoulos represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in European University Institute.This item is available to borrow from 1 library branch.
Resource Information
The item Quantitative trading with R : understanding mathematical and computational tools from a quant's perspective, Harry Georgakopoulos represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in European University Institute.
This item is available to borrow from 1 library branch.
 Summary
 Quantitative Trading with R offers readers a winning strategy for devising expertlycrafted and workable trading models using the R opensource programming language. Based on the author's own experience as a professor and highfrequency trader, this book provides a stepbystep 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 statisticalprogramming, 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 realworld 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.
 Language
 eng
 Edition
 First edition
 Extent
 xiii, 272 pages
 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. HighFrequency Data
 9. Options
 10. Optimization
 11. Speed, Testing, and Reporting
 Isbn
 9781137354075
 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
 Language
 eng
 Summary
 Quantitative Trading with R offers readers a winning strategy for devising expertlycrafted and workable trading models using the R opensource programming language. Based on the author's own experience as a professor and highfrequency trader, this book provides a stepbystep 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 statisticalprogramming, 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 realworld 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
 Bibliography note
 Includes bibliographical references (pages 261267) 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. HighFrequency 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
 Bibliography note
 Includes bibliographical references (pages 261267) 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. HighFrequency 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 Links
Embed
Settings
Select options that apply then copy and paste the RDF/HTML data fragment to include in your application
Embed this data in a secure (HTTPS) page:
Layout options:
Include data citation:
<div class="citation" vocab="http://schema.org/"><i class="fa faexternallinksquare fafw"></i> Data from <span resource="http://link.library.eui.eu/portal/QuantitativetradingwithRunderstanding/dOa42_fZAOw/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/portal/QuantitativetradingwithRunderstanding/dOa42_fZAOw/">Quantitative trading with R : understanding mathematical and computational tools from a quant's perspective, Harry Georgakopoulos</a></span>  <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.eui.eu/">European University Institute</a></span></span></span></span></div>
Note: Adjust the width and height settings defined in the RDF/HTML code fragment to best match your requirements
Preview
Cite Data  Experimental
Data Citation of the Item Quantitative trading with R : understanding mathematical and computational tools from a quant's perspective, Harry Georgakopoulos
Copy and paste the following RDF/HTML data fragment to cite this resource
<div class="citation" vocab="http://schema.org/"><i class="fa faexternallinksquare fafw"></i> Data from <span resource="http://link.library.eui.eu/portal/QuantitativetradingwithRunderstanding/dOa42_fZAOw/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/portal/QuantitativetradingwithRunderstanding/dOa42_fZAOw/">Quantitative trading with R : understanding mathematical and computational tools from a quant's perspective, Harry Georgakopoulos</a></span>  <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.eui.eu/">European University Institute</a></span></span></span></span></div>