Quantitative Trading with R

Understanding Mathematical and Computational Tools from a Quants Perspective

Autor*innen

• Harry Georgakopoulos

Parameter

• 292 Seiten
• 11 Lesestunden

• Finanzen
• Ökonomie
• Wirtschaft

Mehr zum Buch

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. Inhaltsverzeichnis 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

• Sprache: Englisch
• Erscheinungsdatum: 2015
• Einband: Paperback