TY  - BOOK
AU  - Georgakopoulos,Harry
TI  - Quantitative trading with R: understanding mathematical and computational tools from a quant's perspective 
SN  - 1137354070
U1  - 332.642 
PY  - 2015///
CY  - New York
PB  - Palgrave Macmillan
KW  - Corporaciones
KW  - Finanzas
KW  - Programas para computador
KW  - Análisis de inversiones
KW  - Modelos matemáticos
KW  - Mercado de productos básicos
N1  - Incluye índice y referencias bibliográficas; Machine 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
N2  - 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. --; Trading Cuantitativo con R ofrece a los lectores una estrategia ganadora para la elaboración de modelos comerciales expertamente disenados y viables utilizando el lenguaje de programación de código abierto R. Sobre la base de la propia experiencia del autor como un comerciante de profesor y de alta frecuencia, este libro ofrece un paso enfoque -paso a la comprensión de los problemas de las finanzas cuantitativas complejas y la construcción de código de computadora funcional
ER  -