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Practical Quantitative Finance with R: Solving Real-World Problems with R for Quant Analysts and Individual Traders - Brossura
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The book "Practical Quantitative Finance with R – Solving Real-World Problems with R for Quant Analysts and Individual Traders" provides a complete explanation of R programming in quantitative finance. It demonstrates how to prototype quant models and backtest trading strategies. It pays special attention to creating business applications and reusable R libraries that can be directly used to solve real-world problems in quantitative finance. The book contains:
a) Overview of R programming, user-defined functions, and R packages, which is necessary to create finance applications.
b) Step-by-step approaches to create a variety of 2D/3D charts, stock charts, and technical indicators with the basic R and custom R packages.
c) Introduction to free market data retrieval from online data sources using R. These market data include EOD, real-time intraday, interest rate, foreign exchange rate, and option-chain data.
d) Detailed procedures to price equity options and fixed-income instruments, including European/American/Barrier options, bonds, and CDS, as well as related topics such as cash flows, term structures, yield curves, discount factors, and zero-coupon bonds.
e) Introduction to linear analysis, time series analysis, and machine learning in finance, which covers linear regression, PCA, ARIMA, GARCH, KNN, random forest, SVM, and neural networks.
f) In-depth descriptions of trading strategy development and backtesting, including strategies for single stock trading, stock pairs trading, and trading for multi-asset portfolios.
g) Introduction to portfolio optimization based on the mean-variance and mean-CVaR methods
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
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Practical Quantitative Finance with R: Solving Real-World Problems with R for Quant Analysts and Individual Traders
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Practical Quantitative Finance with R
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Practical Quantitative Finance with R: Solving Real-World Problems with R for Quant Analysts and Individual Traders
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Practical Quantitative Finance with R: Solving Real-World Problems with R for Quant Analysts and Individual Traders
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Practical Quantitative Finance with R: Solving Real-World Problems with R for Quant Analysts and Individual Traders
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Condizione: New. Über den AutorDr. Jack Xu has a PhD in theoretical physics. He has over 20 years programming experience in Basic, Fortran, C, C++, R, Python, Matlab, C#, and WPF, specializing in numerical computation methods, algorithms, physical m. Codice articolo 899031267
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Practical Quantitative Finance with R : Solving Real-World Problems with R for Quant Analysts and Individual Traders
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Taschenbuch. Condizione: Neu. Neuware - The book 'Practical Quantitative Finance with R - Solving Real-World Problems with R for Quant Analysts and Individual Traders' provides a complete explanation of R programming in quantitative finance. It demonstrates how to prototype quant models and backtest trading strategies. It pays special attention to creating business applications and reusable R libraries that can be directly used to solve real-world problems in quantitative finance. The book contains: a) Overview of R programming, user-defined functions, and R packages, which is necessary to create finance applications. b) Step-by-step approaches to create a variety of 2D/3D charts, stock charts, and technical indicators with the basic R and custom R packages. c) Introduction to free market data retrieval from online data sources using R. These market data include EOD, real-time intraday, interest rate, foreign exchange rate, and option-chain data. d) Detailed procedures to price equity options and fixed-income instruments, including European/American/Barrier options, bonds, and CDS, as well as related topics such as cash flows, term structures, yield curves, discount factors, and zero-coupon bonds. e) Introduction to linear analysis, time series analysis, and machine learning in finance, which covers linear regression, PCA, ARIMA, GARCH, KNN, random forest, SVM, and neural networks. f) In-depth descriptions of trading strategy development and backtesting, including strategies for single stock trading, stock pairs trading, and trading for multi-asset portfolios. g) Introduction to portfolio optimization based on the mean-variance and mean-CVaR methods. Codice articolo 9780979372575
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