Quantitative Trading with R: Understanding Mathematical and Computational Tools from a Quant’s Perspective
Authors: Harry Georgakopoulos
ISBN-10: 1137354070
ISBN-13: 9781137354075
Edition 版次: 2015
Publication Date 出版日期: 2015-01-20
Print Length 页数: 272 pages
Book Description
By finelybook
Quantitative Finance with R offers a winning strategy for devising expertly-crafted and workable trading models using the R open source programming language,providing readers with a step-by-step approach to understanding complex quantitative finance problems and building functional computer code.
Contents
Figures
Tables
Acknowledgments
1An Overview
2Tools of the Trade
3 Working with Data
4Basic Statistics and Probability
5 Intermediate Statistics and Probability
6Spreads,Betas and Risk
7 Backtesting with Quantstrat
8 High-Frequency Data
9 Options
10Optimization
11Speed,Testing,and Reporting
Notes
References
Index
