9781484221778 - Automated Trading with R: Quantitative Research and Platform Development [Lingua inglese] di Conlan, Chris (22 risultati)

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Condizione: New. Num Pages: 230 pages, 19 black & white illustrations, 16 colour illustrations, biography. BIC Classification: PBW; UMN; UMX. Category: (P) Professional & Vocational. Dimension: 180 x 254 x 16. Weight in Grams: 464. . 2016. 1st ed. Paperback. . . . .

Condizione: New.

Paperback. Condizione: Brand New. 230 pages. 9.75x7.00x0.50 inches. In Stock.

Condizione: New. Num Pages: 230 pages, 19 black & white illustrations, 16 colour illustrations, biography. BIC Classification: PBW; UMN; UMX. Category: (P) Professional & Vocational. Dimension: 180 x 254 x 16. Weight in Grams: 464. . 2016. 1st ed. Paperback. . . . . Books ship from the US and Ireland.

Taschenbuch. Condizione: Neu. Automated Trading with R | Quantitative Research and Platform Development | Chris Conlan | Taschenbuch | xxv | Englisch | 2016 | APRESS | EAN 9781484221778 | Verantwortliche Person für die EU: APress in Springer Science + Business Media, Heidelberger Platz 3, 14197 Berlin, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.

Taschenbuch. Condizione: Neu. 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 studentsAPress in Springer Science + Business Media, Heidelberger Platz 3, 14197 Berlin 236 pp. Englisch.

Condizione: new. Questo è un articolo print on demand.

Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - 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 Rexplains 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 students 236 pp. Englisch.

Kartoniert / Broschiert. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Full source code and step-by-step explanation for a plug-and-play trading platform the platform can be used in independent simulation, brokerage-assisted simulation, or end-to-end production tradingIncludes lengthy tab.

Taschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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 Rexplains 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 students.