000 | 03161cam a22002898a 4500 | ||
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999 |
_c26763 _d26763 |
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001 | 60765 | ||
010 | _a 2014028408 | ||
020 | _a9781137354075 | ||
020 | _a1137354070 () | ||
040 | _aDLC | ||
082 | 0 | 0 | _a332.640285/5133 |
100 | 1 |
_aGeorgakopoulos, Harry _949153 |
|
245 | 1 | 0 |
_aQuantitative trading with R : _bunderstanding mathematical and computational tools from a quant's perspective _cHarry Georgakopoulos |
260 |
_aNew York : _bPalgrave Macmillan, _cc2015. |
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300 |
_axiii,272 p. ; _bill. ; _c26 cm. |
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505 | 0 | _aMachine 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. "-- | ||
650 | 0 |
_aStocks _xMathematical models _948826 |
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650 | 0 |
_aInvestment analysis _xMathematical models _948950 |
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650 | 0 |
_aCorporations _xFinance _xComputer programs _938232 |
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650 | 0 |
_aCommodity exchanges _948842 |
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650 | 7 |
_aBUSINESS & ECONOMICS / Corporate Finance _922684 |
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650 | 7 |
_aBUSINESS & ECONOMICS / Finance _9396 |
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650 | 7 |
_aBUSINESS & ECONOMICS / Foreign Exchange _949154 |
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856 | 4 | 2 |
_uhttps://uowd.box.com/s/erf8ef475rmvuebm5wn6m7gtbp6wws1g _zLocation Map |
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_cREGULAR _2ddc |