Quantitative Trading with R: Understanding Mathematical and Computational Tools from a Quant’s Perspective
| Author | : | |
| Rating | : | 4.90 (659 Votes) |
| Asin | : | 1137354070 |
| Format Type | : | paperback |
| Number of Pages | : | 272 Pages |
| Publish Date | : | 2013-11-28 |
| Language | : | English |
DESCRIPTION:
Harry Georgakopoulos is a Professor of Quantitative Finance at Loyola University and Quantitative Trader at XR Trading, LLC. He has been working as a quantitative trader in Chicago, IL in the high frequency space since 2007. His main area of expertise is in the research and development of high-freque
Harry has spawned an entire new generation of hedge fund managers with this seminal work." - Ed Zarek, Quantitative Options Trader, Chicago Volatility Group"This is a superb text for aspiring quantitative traders. The conversational writing style and practitioner perspective will resonate with many readers." - Steven Todd, Associate Dean for Faculty and Research, Former Finance Department Chairperson, and Associate Professor Finance, Quinlan School of Business, Loyola University Chicago"Quantitative Tra
Too much, too little, and poorly edited. Brian C. Rakitin While this book covers excellent material related to quantitative trading, it suffers from several problems.First and foremost, it suffers from the ever increasingly common problem of poor editing. Function names are misspelled, variables names are mismatched between code and text, and figures are referenced by the wrong number. Code, tables and figures are often referred. Cliff C. said Best for newcomers to the subject, experienced individuals may pick up a few concepts/tricks. This book provides a basic introduction to quantitative finance in the R language. The material really covers a very cursory set of information across a broad swath of topics (1. how to write R code, "Best for newcomers to the subject, experienced individuals may pick up a few concepts/tricks" according to Cliff C.. This book provides a basic introduction to quantitative finance in the R language. The material really covers a very cursory set of information across a broad swath of topics (1. how to write R code, 2. import/export data in R, Best for newcomers to the subject, experienced individuals may pick up a few concepts/tricks This book provides a basic introduction to quantitative finance in the R language. The material really covers a very cursory set of information across a broad swath of topics (1. how to write R code, 2. import/export data in R, 3. basic statistics/time series concepts, Best for newcomers to the subject, experienced individuals may pick up a few concepts/tricks Cliff C. This book provides a basic introduction to quantitative finance in the R language. The material really covers a very cursory set of information across a broad swath of topics (1. how to write R code, 2. import/export data in R, 3. basic statistics/time series concepts, 4. basic backtesting/strategy testing, etc.).Beyond authoring an introduction book to this subject, I su. . basic backtesting/strategy testing, etc.).Beyond authoring an introduction book to this subject, I su. . basic statistics/time series concepts, Best for newcomers to the subject, experienced individuals may pick up a few concepts/tricks Cliff C. This book provides a basic introduction to quantitative finance in the R language. The material really covers a very cursory set of information across a broad swath of topics (1. how to write R code, 2. import/export data in R, 3. basic statistics/time series concepts, 4. basic backtesting/strategy testing, etc.).Beyond authoring an introduction book to this subject, I su. . basic backtesting/strategy testing, etc.).Beyond authoring an introduction book to this subject, I su. . import/export data in R, Best for newcomers to the subject, experienced individuals may pick up a few concepts/tricks This book provides a basic introduction to quantitative finance in the R language. The material really covers a very cursory set of information across a broad swath of topics (1. how to write R code, 2. import/export data in R, 3. basic statistics/time series concepts, Best for newcomers to the subject, experienced individuals may pick up a few concepts/tricks Cliff C. This book provides a basic introduction to quantitative finance in the R language. The material really covers a very cursory set of information across a broad swath of topics (1. how to write R code, 2. import/export data in R, 3. basic statistics/time series concepts, 4. basic backtesting/strategy testing, etc.).Beyond authoring an introduction book to this subject, I su. . basic backtesting/strategy testing, etc.).Beyond authoring an introduction book to this subject, I su. . basic statistics/time series concepts, Best for newcomers to the subject, experienced individuals may pick up a few concepts/tricks Cliff C. This book provides a basic introduction to quantitative finance in the R language. The material really covers a very cursory set of information across a broad swath of topics (1. how to write R code, 2. import/export data in R, 3. basic statistics/time series concepts, 4. basic backtesting/strategy testing, etc.).Beyond authoring an introduction book to this subject, I su. . basic backtesting/strategy testing, etc.).Beyond authoring an introduction book to this subject, I su. "editorial and program example errors hinder content" according to Amazon Customer. In the first 2 chapters I found a number of serious editing errors. The first program examole s don't work as printed (although an experienced R coder can spot the problems fairly easily). Overall, nice content so far. But there is no link to the example programs (you have to type them by hand) and the book assumes you already have CSV files of the data in your disk (and
Quantitative Finance with R offers a winning strategy for devising expertly-crafted and workable trading models using the R open source programming language, providing readers with a step-by-step approach to understanding complex quantitative finance problems and building functional computer code.