ricerca
avanzata

Quantitative Trading with R - 9781137354075

Un libro in lingua di Harry Georgakopoulos edito da Palgrave Macmillan, 2015

  • € 71.40
  • Il prezzo è variabile in funzione del cambio della valuta d’origine

Quantitative Trading with R offers readers a glimpse into the daily activities of quants/traders who deal with financial data analysis and the formulation of model-driven trading strategies.

Based on the author's own experience as a quant, lecturer, and high-frequency trader, this book illuminates many of the problems that these professionals encounter on a daily basis. Answers to some of the more relevant questions are provided, and the easy-to-follow examples show the reader how to build functional R computer code in the process.

Georgakopoulos has written an invaluable introductory work for students, researchers, and practitioners alike. Anyone interested in applying programming, mathematical, and financial concepts to the creation and analysis of simple trading strategies will benefit from the lessons provided in this book. Accessible yet comprehensive, Quantitative Trading with R focuses on helping readers achieve practical competency in utilizing the popular R language for data exploration and strategy development.

Engaging and straightforward in his explanations, Georgakopoulos outlines basic trading concepts and walks the reader through the necessary math, data analysis, finance, and programming that quants/traders rely on. To increase retention and impact, individual case studies are split up into smaller modules. Chapters contain a balanced mix of mathematics, finance, and programming theory, and cover such diverse topics such as statistics, data analysis, time series manipulation, back-testing, and R-programming.

In Quantitative Trading with R, Georgakopoulos offers up a highly readable yet in-depth guidebook. Readers will emerge better acquainted with the R language and the relevant packages that are used by academics and practitioners in the quantitative trading realm.


Informazioni bibliografiche