R for Programmers : Quantitative Investment Applications book cover
SAVE
$16.79
1st Edition

R for Programmers
Quantitative Investment Applications




ISBN 9781498736893
Published May 7, 2018 by CRC Press
370 Pages 170 B/W Illustrations

 
SAVE ~ $16.79
was $83.95
USD $67.16

Prices & shipping based on shipping country


Preview

Book 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.

Table of Contents

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.

...
View More