Quantitative Trading with R: Understanding Mathematical and Computational Tools from a Quant S Perspective
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About the Book
"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 thenecessary 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. "--
Book Details
ISBN-13: 9781137354075
Publisher: Palgrave MacMillan
Acedemic Level: English
Bood Data Readership Text: Professional & Vocational
Continuations: English
Depth: 25
Gardner Classification Code: B02
Illustration: Y
Language: English
MediaMail: Y
Pagination: 292 pages, 99 graphs, 7 black & white tables, 5 duotone halftones
Returnable: Y
Star Rating: 2
UK Availability: R/P
Year Of Publication: 2015
ISBN-10: 1137354070
Publisher Date: 20/01/2015
Binding: HARDCOVER
Book Type: English
Country Of Origin: United Kingdom
Dewey: 332.640
Height: 254 mm
Illustrations: 99 graphs, 7 black & white tables, 5 duotone halftones
LCCN: 2014028408
No of Pages: 272
PrintOnDemand: N
Spine Width: 21 mm
Sub Title: Understanding Mathematical and Computational Tools from a Quant's Perspective
Width: 165 mm