Practical Quantitative Finance with R
Solving Real-World Problems with R for Quant Analysts and Individual Traders
Published on 12. August 2016
Book
Paperback/Softback
420 pages
978-0-9793725-7-5 (ISBN)
Description
The book provides a complete explanation of R programming in quantitative finance. It demonstrates how to prototype quant models and backtest trading strategies. It pays special attention to creating business applications and reusable R libraries that can be directly used to solve real-world problems in quantitative finance.
More details
Language
English
Product notice
Paperback (trade)
Unsewn / adhesive bound
Dimensions
Height: 235 mm
Width: 191 mm
Thickness: 22 mm
Weight
717 gr
ISBN-13
978-0-9793725-7-5 (9780979372575)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Person
Dr. Jack Xu has a PhD in theoretical physics. He has over 20 years programming experience in Basic, Fortran, C, C++, R, Python, Matlab, C#, and WPF, specializing in numerical computation methods, algorithms, physical modeling, computer aided design tools, graphical user interfaces, 3D graphics, and database systems. In recent years, he works as a quantitative analyst and developer on Wall Street and is responsible for quantitative analysis, back-testing, trading strategy development, and real-time trading system design and implementation.