R for Programmers
Quantitative Investment Applications
1st Edition
Published on 24. April 2018
386 pages
978-1-315-35253-4 (ISBN)
Description
After the fundamental volume and the advanced technique volume, this volume focuses on R applications in the quantitative investment area. Quantitative investment has been hot for some years, and there are more and more startups working on it, combined with many other internet communities and business models. R is widely used in this area, and can be a very powerful tool. The author introduces R applications with cases from his own startup, covering topics like portfolio optimization and risk management.
More details
Edition
1. Auflage
Language
English
Place of publication
London
United Kingdom
Publishing group
Taylor & Francis Ltd
Target group
Professional and scholarly
Product notice
Reflowable
Illustrations
170 Illustrations, black and white
ISBN-13
978-1-315-35253-4 (9781315352534)
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
Other editions
Additional editions
Book
05/2018
1st Edition
CRC Press
€106.80
Shipment within 15-20 days
Person
Dan Zhang
Content
Part 1: Financial Market and Financial Theory. 1. Financial Market Overview. 2. Financial Theory. Part 2: Data Processing and High Performance Computing of R. 3. Data Processing of R. 4. High Performance Computing of R. Part 3: Financial Strategy Practice. 5. Bonds and Repurchase. 6. Quantitative Investment Strategy Cases. Appendix: Docker Environment Installation.
