| 000 | 02491nam a2200265Mc 4500 | ||
|---|---|---|---|
| 005 | 20151014150907.0 | ||
| 008 | 15 s2015 xxuad fr 001 0 eng d | ||
| 020 | _a9781137354075 | ||
| 035 | _a(OCoLC)904265100 | ||
| 040 |
_aCo-BoUCM _bspa _cLuz Cupitra _dLuz Cupitra |
||
| 041 | _aeng | ||
| 100 | 1 |
_aGeorgakopoulos, Harry _972336 |
|
| 245 | 1 | 0 |
_aQuantitative trading with R _bunderstanding mathematical and computational tools from a quant's perspective _cHarry Georgakopoulos |
| 260 |
_aNew York (Estados Unidos) _bPalgrave macmillan _c2015 |
||
| 300 |
_axiii, 272 páginas _bilustraciones, grafícas |
||
| 504 | _aIncluye referencias bibliográficas e índices | ||
| 520 | _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. "-- | ||
| 650 | 4 |
_aAnálisis financieros _xModelos matemáticos _953871 |
|
| 650 | 4 |
_aFinanzas _xModelos matemáticos _928042 |
|
| 650 | 4 |
_aEmpresas _xFinanzas _xModelos matemáticos _914110 |
|
| 650 | 4 |
_aMercado financiero _xModelos matemáticos _919348 |
|
| 690 |
_942817 _aFinanzas |
||
| 942 |
_2DEWEY _a7 _cLIBRO _e1 _h332.64 _mG346qu |
||
| 999 |
_c301172 _d301172 |
||