Quantitative trading with R [electronic resource] understanding mathematical and computational tools from a quant's perspective Harry Georgakopoulos.
Idioma: Español Editor: New York, NY Palgrave Macmillan 2015Descripción: one online resource (xiii, 272 pages ) illustrations 25 cmTipo de contenido:- 978117437471 (electronic)
- 332.640285/5133 23
- HG4661 .G46 2015eb
- BUS017000 | BUS027000 | BUS028000
| Imagen de cubierta | Tipo de ítem | Biblioteca actual | Biblioteca de origen | Colección | Ubicación en estantería | Signatura topográfica | Materiales especificados | Info Vol | URL | Copia número | Estado | Notas | Fecha de vencimiento | Código de barras | Reserva de ítems | Prioridad de la cola de reserva de ejemplar | Reservas para cursos | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Libro electrónico | Biblioteca de Mayagüez Acceso en línea | HG4661 .G46 2015eb (Navegar estantería(Abre debajo)) | Disponible | 50000003265690 | ||||||||||||||
| Libro electrónico | Biblioteca Mons. Iñaki Mallona (Arecibo) Acceso en línea | 332.645 (Navegar estantería(Abre debajo)) | Ebook | Disponible | 60000010173265 |
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.