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.

9781137437471


Stocks--Mathematical models.
Investment Analysis--Mathematical models.
Corporations--Finance--Computer programs.
Commodity exchanges.


Electronic books.

HG4661 / .G46 2015

332.645