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Bibframe Work

Title
Quantitative trading with R Quantitative trading with R :
Type
Text
Subject
Stocks--Mathematical models.
Investment analysis--Mathematical models.
Corporations--Finance--Computer programs.
Commodity exchanges.
BUSINESS & ECONOMICS / Corporate Finance.
BUSINESS & ECONOMICS / Finance.
BUSINESS & ECONOMICS / Foreign Exchange.
Language
English
Illustrative Content
illustrations
Classification
LCC: HG4661 .G46 2015 (Source: dlc)
DDC: 332.640285/5133 full (Assigner: dlc)
BUS017000 (Source: bisacsh)
BUS027000 (Source: bisacsh)
BUS028000 (Source: bisacsh)
Identified By
Lccn: 2014028408
Content
text (Source: rdacontent)
Summary
"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.
Table Of Contents
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.
Authorized Access Point
Georgakopoulos, Harry. Quantitative trading with R