03989nam a2200445Ia 4500 333823 20170126101534.0 140929s2015 nyua b 001 0 eng 2014028408 9781137354075 (hardback) 1137354070 (hardback) 978117437471 (electronic) DLC eng DLC rda DLC spa pcc HG4661 .G46 2015eb 332.640285/5133 23 BUS017000 BUS027000 BUS028000 bisacsh Georgakopoulos, Harry. 227726 Quantitative trading with R [electronic resource] understanding mathematical and computational tools from a quant's perspective Harry Georgakopoulos. New York, NY Palgrave Macmillan 2015. one online resource (xiii, 272 pages ) illustrations 25 cm txt n rdamedia nc rdacarrier Includes bibliographical references and index. 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. "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. "-- Provided by publisher. Stocks Mathematical models. 174686 Local BUSINESS & ECONOMICS / Foreign Exchange. bisacsh 206125 Local BUSINESS & ECONOMICS / Finance. bisacsh 206124 Local BUSINESS & ECONOMICS / Corporate Finance. bisacsh 206118 Local Commodity exchanges 78663 Local Corporations. Finance Computer programs. 80975 Local Investment Analysis Mathematical models. 115933 Local Electronic books local 91167 Local Ebrary inc. 219363 http://site.ebrary.com/lib/pucpr/docDetail.action?docID=11031920 ebrary Presione para acceder el libro en línea. 7 HG4661 .G46 2015eb 250253 250253 0 0 lc 0 HG_4661_000000000000000__G46_2015EB 0 eb 213162 12 12 45 2016-05-27 GLOBAL ONLINE BIBIOGRAPHIC INFORMATION 105.00 537573 0 HG4661 .G46 2015eb 50000003265690 2016-05-27 00:00:00 r:333823 7 0 0 ddc 0 332_645000000000000 0 432038 1 1 45 2022-08-24 0 332.645 60000010173265 2022-08-24 00:00:00 Ebook 2022-08-24 7