國立高雄大學圖資館 |

語系: 繁體中文

說明(常見問題)

圖資館首頁

登入

回首頁 到查詢結果 [ author_sort:"georgakopoulos, harry." ]

切換: 標籤 | MARC模式 | ISBD

Quantitative trading with R :underst...

Georgakopoulos, Harry.

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

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Quantitative trading with R :Harry Georgakopoulos.
其他題名:	understanding mathematical and computational tools from a quant's perspective /
作者:	Georgakopoulos, Harry.
出版者:	New York, NY :Palgrave Macmillan,2015.
面頁冊數:	xiii, 272 p. :ill. ;25 cm.
標題:	Commodity exchanges.
電子資源:	http://www.loc.gov/catdir/enhancements/fy1413/2014028408-t.html
電子資源:	http://www.loc.gov/catdir/enhancements/fy1413/2014028408-b.html
電子資源:	http://www.netread.com/jcusers2/bk1388/075/9781137354075/image/lgcover.9781137354075.jpg
電子資源:	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 /
LDR:03336cam a2200289 a 450 001 480692
005 20150710151854.0
008 160930s2015 nyua b 001 0 eng
010 $a 2014028408
020 $a 1137354070
020 $a 9781137354075 : $c NT$1753
035 $a 18318790
040 $a DLC $b eng $c DLC $d DLC
042 $a pcc
050 0 0 $a HG4661 $b .G46 2015
082 0 0 $a 332.640285/5133 $2 23
084 $a BUS017000 $a BUS027000 $a BUS028000 $2 bisacsh
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

筆 0 讀者評論

館藏

1 筆 • 頁數 1 •
1

附件

320000684391

西方語文圖書區(四樓)

1圖書

一般圖書

HG4661 G346 2015

一般使用(Normal)

在架

1 筆 • 頁數 1 •
1

多媒體

多媒體檔案
http://www.loc.gov/catdir/enhancements/fy1413/2014028408-t.html
http://www.loc.gov/catdir/enhancements/fy1413/2014028408-b.html
http://www.netread.com/jcusers2/bk1388/075/9781137354075/image/lgcover.9781137354075.jpg
http://www.loc.gov/catdir/enhancements/fy1413/2014028408-d.html

評論

新增評論分享你的心得

Export

取書館別