Automated Trading with R

Chris Conlan

7 valutazioni di Goodreads

Lingua: inglese

Editore: Apress, Apress Sep 2016, 2016

148422177X / 9781484221778

Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germaniabuchversandmimpf2000

Venditore con 5 stelle

Venditore AbeBooks dal 23 gennaio 2017

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Descrizione dell’articolo da parte del venditore

This item is printed on demand - Print on Demand Titel. Neuware -Learn to trade algorithmically with your existing brokerage, from data management, to strategy optimization, to order execution, using free and publicly available data. Connect to your brokerage's API, and the source code is plug-and-play.Automated Trading with R explains automated trading, starting with its mathematics and moving to its computation and execution. You will gain a unique insight into the mechanics and computational considerations taken in building a back-tester, strategy optimizer, and fully functional trading platform.The platform built in this book can serve as a complete replacement for commercially available platforms used by retail traders and small funds. Software components are strictly decoupled and easily scalable, providing opportunity to substitute any data source, trading algorithm, or brokerage. This book will:Provide a flexible alternative to common strategy automation frameworks, like Tradestation, Metatrader, and CQG, to small funds and retail tradersOffer an understanding of the internal mechanisms of an automated trading systemStandardize discussion and notation of real-world strategy optimization problemsWhat You Will LearnUnderstand machine-learning criteria for statistical validity in the context of time-seriesOptimize strategies, generate real-time trading decisions, and minimize computation time while programming an automated strategy in R and using its package libraryBest simulate strategy performance in its specific use case to derive accurate performance estimatesUnderstand critical real-world variables pertaining to portfolio management and performance assessment, including latency, drawdowns, varying trade size, portfolio growth, and penalization of unused capitalWho This Book Is ForTraders/practitioners at the retail or small fund level with at least an undergraduate background in finance or computer science; graduate level finance or data science studentsSpringer-Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 236 pp. Englisch.…

Codice articolo 9781484221778

Titolo
Automated Trading with R
Autore
Chris Conlan
Editore
Apress, Apress Sep 2016
Anno di pubblicazione
2016
Condizione
Neu
Rilegatura
Taschenbuch
Lingua
inglese
ISBN 10
148422177X
ISBN 13
9781484221778
Peso dell'articolo
453 grammi
Dimensioni
254x178x13 mm

buchversandmimpf2000

Emtmannsberg, BAYE, Germania

Venditore con 5 stelle

Venditore AbeBooks dal 23 gennaio 2017

Tariffe di spedizione da Germania a U.S.A.

ArticoloDa 60 a 60 giorni lavorativiDa 60 a 60 giorni lavorativi
Primo articoloEUR 60,00EUR 75,00
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