Quantitative trading with R : understanding mathematical and computational tools from a quant's perspective /: understanding mathematical and computational tools from a quant's perspective. (2015)

• Record Type: Book
• Further Information: Note: Harry Georgakopoulos.
• Authors: Georgakopoulos, Harry
• Contents: 1. An Overview -- 2. Tools of the Trade -- 3. Working with Data -- 4. Basic Statistics and Probability -- 5. Intermediate Statistics and Probability -- 6. Spreads, Betas and Risk -- 7. Backtesting with Quantstrat -- 8. High-Frequency Data -- 9. Options -- 10. Optimization -- 11. Speed, Testing, and Reporting.
• Publisher Details: New York : Palgrave Macmillan
• Publication Date: 2015
• Extent: 1 online resource
• Subjects: 332.640285/5133; Business; Stocks -- Mathematical models; Investment analysis -- Mathematical models; Corporations -- Finance -- Computer programs; Commodity exchanges; BUSINESS & ECONOMICS -- Corporate Finance; BUSINESS & ECONOMICS -- Finance; BUSINESS & ECONOMICS -- Foreign Exchange; Commodity exchanges; Corporations -- Finance -- Computer programs; Investment analysis -- Mathematical models; Stocks -- Mathematical models; Business & Economics -- Information Management; Business & Economics -- Finance; Business & Economics -- Banks & Banking; Knowledge management; Finance; Banking; Corporate finance; Management science; Accounting; Knowledge management; Finance; Banks and banking; Financial engineering; Business & Economics -- Accounting -- Managerial; Finance & accounting; Electronic books
• Languages: English
• ISBNs: 9781137437471; 1137437472
• Related ISBNs: 9781137354075; 1137354070; 9781349469864; 1349469866
• Notes: Note: Includes bibliographical references and index.; Note: Print version record.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.