Quantitative trading with R : understanding mathematical and computational tools from a quant's perspective /
"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 t...
Основен автор: | Georgakopoulos, Harry. |
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Формат: | Книга |
Език: | English |
Публикувано: |
New York, NY :
Palgrave Macmillan,
2015.
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Предмети: | |
Онлайн достъп: |
Cover image Contributor biographical information Publisher description Table of contents only |
Съдържание:
- 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
- 11. Speed, Testing, and Reporting.