Quantitative Trading with R - Georgakopoulos Harry
Quantitative Trading with R - Georgakopoulos Harry Quantitative Trading with R offers readers a winning strategy for devising expertly-crafted and workable trading models using the R open-source…
Specifikacia Quantitative Trading with R - Georgakopoulos Harry
Quantitative Trading with R - Georgakopoulos Harry
Quantitative Trading with R offers readers a winning strategy for devising expertly-crafted and workable trading models using the R open-source programming language. 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. 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.
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. No prior programming knowledge is assumed on the part of the reader. 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.
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