Quantitative trading with R: understanding mathematical and computational tools from a quant's perspective
"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 t...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
New York, NY
Palgrave Macmillan
2015
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| Schlagworte: | |
| Online-Zugang: | Cover 13 80 Inhaltsverzeichnis Inhaltsverzeichnis |
| Zusammenfassung: | "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. "-- |
| Beschreibung: | Includes bibliographical references and index |
| Beschreibung: | xiii, 272 pages illustrations 25 cm |
| ISBN: | 9781137354075 1137354070 |
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| id | DE-604.BV042936164 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T07:13:12Z |
| institution | BVB |
| isbn | 9781137354075 1137354070 |
| language | English |
| lccn | 2014028408 |
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| physical | xiii, 272 pages illustrations 25 cm |
| publishDate | 2015 |
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| spelling | Georgakopoulos, Harry (DE-588)1078962146 aut Quantitative trading with R understanding mathematical and computational tools from a quant's perspective Harry Georgakopoulos New York, NY Palgrave Macmillan 2015 xiii, 272 pages illustrations 25 cm txt rdacontent n rdamedia nc rdacarrier Includes bibliographical references and index "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. "-- Anlagepolitik (DE-588)4206018-7 gnd rswk-swf Kapitalmarkt (DE-588)4029578-3 gnd rswk-swf R Programm (DE-588)4705956-4 gnd rswk-swf aStocksxMathematical models aInvestment analysisxMathematical models aCorporationsxFinancexComputer programs aCommodity exchanges Kapitalmarkt (DE-588)4029578-3 s Anlagepolitik (DE-588)4206018-7 s R Programm (DE-588)4705956-4 s DE-604 http://www.netread.com/jcusers2/bk1388/075/9781137354075/image/lgcover.9781137354075.jpg Cover http://www.loc.gov/catdir/enhancements/fy1413/2014028408-b.html 13 http://www.loc.gov/catdir/enhancements/fy1413/2014028408-d.html 80 http://www.loc.gov/catdir/enhancements/fy1413/2014028408-t.html Inhaltsverzeichnis DE-601 pdf/application http://www.gbv.de/dms/bowker/toc/9781137354075.pdf Inhaltsverzeichnis |
| spellingShingle | Georgakopoulos, Harry Quantitative trading with R understanding mathematical and computational tools from a quant's perspective Anlagepolitik (DE-588)4206018-7 gnd Kapitalmarkt (DE-588)4029578-3 gnd R Programm (DE-588)4705956-4 gnd |
| subject_GND | (DE-588)4206018-7 (DE-588)4029578-3 (DE-588)4705956-4 |
| title | Quantitative trading with R understanding mathematical and computational tools from a quant's perspective |
| title_auth | Quantitative trading with R understanding mathematical and computational tools from a quant's perspective |
| title_exact_search | Quantitative trading with R understanding mathematical and computational tools from a quant's perspective |
| title_full | Quantitative trading with R understanding mathematical and computational tools from a quant's perspective Harry Georgakopoulos |
| title_fullStr | Quantitative trading with R understanding mathematical and computational tools from a quant's perspective Harry Georgakopoulos |
| title_full_unstemmed | Quantitative trading with R understanding mathematical and computational tools from a quant's perspective Harry Georgakopoulos |
| title_short | Quantitative trading with R |
| title_sort | quantitative trading with r understanding mathematical and computational tools from a quant s perspective |
| title_sub | understanding mathematical and computational tools from a quant's perspective |
| topic | Anlagepolitik (DE-588)4206018-7 gnd Kapitalmarkt (DE-588)4029578-3 gnd R Programm (DE-588)4705956-4 gnd |
| topic_facet | Anlagepolitik Kapitalmarkt R Programm |
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