R for Programmers

Quantitative Investment Applications
1. Auflage 2018
ISBN: 978-1-4987-3689-3
Verlag: CRC Press

Buch, Englisch, 386 Seiten, Format (B × H): 178 mm x 254 mm, Gewicht: 671 g

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.

Zielgruppe

Academic and Professional Practice & Development

Autoren/Hrsg.

Zhang, Dan

Fachgebiete

• Mathematik | Informatik Mathematik Stochastik
• Mathematik | Informatik EDV | Informatik Programmierung | Softwareentwicklung Programmier- und Skriptsprachen
• Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Finanzsektor & Finanzdienstleistungen: Allgemeines

Inhaltsverzeichnis

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.

Über Autor(innen)

Dan Zhang