Quantitative trading with R : understanding mathematical and computational tools from a quant's perspective

著者

    • Georgakopoulos, Harry

書誌事項

Quantitative trading with R : understanding mathematical and computational tools from a quant's perspective

Harry Georgakopoulos

Palgrave Macmillan, 2015

  • : hardback
  • : softcover

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注記

Includes bibliographical references and index

内容説明・目次

内容説明

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.

目次

1 An Overview 2 Tools of the Trade 3 Working with Data 4 Basic Statistics and Probability 5 Intermediate Statistics and Probability 6 Spreads, Betas and Risk 7 Backtesting with Quantstrat 8 High-Frequency Data 9 Options 10 Optimization

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