02303nam a2200217Mc 450000500170000000800410001702000180005803500210007604000440009704100080014110000260014924501330017526000560030830000510036450400530041552014360046865000500190465000370195465000470199165000470203820151014150907.015 s2015 xxuad fr 001 0 eng d a9781137354075 a(OCoLC)904265100 aCo-BoUCMbspacLuz CupitradLuz Cupitra aeng1 aGeorgakopoulos, Harry10aQuantitative trading with Rbunderstanding mathematical and computational tools from a quant's perspectivecHarry Georgakopoulos aNew York (Estados Unidos)bPalgrave macmillanc2015 axiii, 272 páginasbilustraciones, grafícas aIncluye referencias bibliográficas e índices a"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. "-- 4aAnálisis financierosxModelos matemáticos 4aFinanzas xModelos matemáticos 4aEmpresas xFinanzasxModelos matemáticos 4aMercado financiero xModelos matemáticos