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Georgakopoulos, Harry.

Quantitative Trading with R : Understanding Mathematical and Computational Tools from a Quant's Perspective / Harry Georgakopoulos. - 1 online resource (281 pages)

Includes bibliographical references and index.

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 -- Notes -- References -- Index.

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.

ISBN: 9781137437471

Subjects--Topical Terms:
Stocks--Mathematical models.
Investment Analysis--Mathematical models.
Corporations--Finance--Computer programs.
Commodity exchanges.

Index Terms--Genre/Form:
Electronic books.

LC Class. No.: HG4661 / .G46 2015

Dewey Class. No.: 332.645