000			03989nam a2200445Ia 4500
001			333823
005			20170126101534.0
008			140929s2015 nyua b 001 0 eng
010			_a 2014028408
020			_z9781137354075 (hardback)
020			_z1137354070 (hardback)
020			_a978117437471 (electronic)
040			_aDLC _beng _cDLC _erda _dDLC
041			_aspa
042			_apcc
050	0	0	_aHG4661 _b.G46 2015eb
082	0	0	_a332.640285/5133 _223
084			_aBUS017000 _aBUS027000 _aBUS028000 _2bisacsh
100	1		_aGeorgakopoulos, Harry. _9227726
245	1	0	_aQuantitative trading with R _h[electronic resource] _bunderstanding mathematical and computational tools from a quant's perspective _cHarry Georgakopoulos.
264		1	_aNew York, NY _bPalgrave Macmillan _c2015.
300			_aone online resource (xiii, 272 pages ) _billustrations _c25 cm
336			_btxt
337			_bn _2rdamedia
338			_bnc _2rdacarrier
504			_aIncludes bibliographical references and index.
505	8		_aMachine 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.
520			_a"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. "-- _zProvided by publisher.
650		0	_aStocks _xMathematical models. _9174686 _2Local
650		7	_aBUSINESS & ECONOMICS / Foreign Exchange. _2bisacsh _9206125 _2Local
650		7	_aBUSINESS & ECONOMICS / Finance. _2bisacsh _9206124 _2Local
650		7	_aBUSINESS & ECONOMICS / Corporate Finance. _2bisacsh _9206118 _2Local
650		0	_aCommodity exchanges _978663 _2Local
650		0	_aCorporations. _xFinance _xComputer programs. _980975 _2Local
650		0	_aInvestment Analysis _xMathematical models. _9115933 _2Local
655	0	7	_aElectronic books _2local _991167 _2Local
710	2		_aEbrary inc. _9219363
856	4	0	_uhttp://site.ebrary.com/lib/pucpr/docDetail.action?docID=11031920 _3ebrary _zPresione para acceder el libro en línea.
942			_c7 _hHG4661 _m.G46 2015eb
999			_c250253 _d250253