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Quantitative trading with R :underst...

Georgakopoulos, Harry.

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

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Quantitative trading with R :Harry Georgakopoulos.
Reminder of title:	understanding mathematical and computational tools from a quant's perspective /
Author:	Georgakopoulos, Harry.
Published:	New York, NY :Palgrave Macmillan,2015.
Description:	xiii, 272 p. :ill. ;25 cm.
Subject:	Commodity exchanges.
Online resource:	http://www.loc.gov/catdir/enhancements/fy1413/2014028408-t.html
Online resource:	http://www.loc.gov/catdir/enhancements/fy1413/2014028408-b.html
Online resource:	http://www.netread.com/jcusers2/bk1388/075/9781137354075/image/lgcover.9781137354075.jpg
Online resource:	http://www.loc.gov/catdir/enhancements/fy1413/2014028408-d.html
ISBN:	1137354070

Quantitative trading with R :understanding mathematical and computational tools from a quant's perspective /
Georgakopoulos, Harry.

Quantitative trading with R :understanding mathematical and computational tools from a quant's perspective /Harry Georgakopoulos. - 1st ed. - New York, NY :Palgrave Macmillan,2015. - xiii, 272 p. :ill. ;25 cm.

Includes bibliographical references and index.

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.

"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. "--

ISBN: 1137354070

LCCN: 2014028408Subjects--Topical Terms:

210050
Commodity exchanges.

LC Class. No.: HG4661 / .G46 2015

Dewey Class. No.: 332.640285/5133

Quantitative trading with R :understanding mathematical and computational tools from a quant's perspective /
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050 0 0 $a HG4661 $b .G46 2015
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100 1 $a Georgakopoulos, Harry. $3 736459
245 1 0 $a Quantitative trading with R : $b understanding mathematical and computational tools from a quant's perspective / $c Harry Georgakopoulos.
250 $a 1st ed.
260 $a New York, NY : $b Palgrave Macmillan, $c 2015.
300 $a xiii, 272 p. : $b ill. ; $c 25 cm.
504 $a Includes bibliographical references and index.
505 8 $a 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.
520 $a "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. "-- $c Provided by publisher.
650 0 $a Commodity exchanges. $3 210050
650 0 $a Corporations $x Finance $x Computer programs. $3 219820
650 0 $a Investment analysis $x Mathematical models. $3 210095
650 0 $a Stocks $x Mathematical models. $3 210078
856 4 1 $3 Table of contents only $u http://www.loc.gov/catdir/enhancements/fy1413/2014028408-t.html
856 4 2 $3 Contributor biographical information $u http://www.loc.gov/catdir/enhancements/fy1413/2014028408-b.html
856 4 2 $3 Cover image $u http://www.netread.com/jcusers2/bk1388/075/9781137354075/image/lgcover.9781137354075.jpg
856 4 2 $3 Publisher description $u http://www.loc.gov/catdir/enhancements/fy1413/2014028408-d.html

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