Quantitative Trading with R: Understanding Mathematical and Computational Tools from a Quant’s Perspective
| Author | : | |
| Rating | : | 4.48 (816 Votes) |
| Asin | : | B00S9ZQZRA |
| Format Type | : | |
| Number of Pages | : | 543 Pages |
| Publish Date | : | 2017-07-30 |
| Language | : | English |
DESCRIPTION:
Too much, too little, and poorly edited. While this book covers excellent material related to quantitative trading, it suffers from several problems.First and foremost, it suffers from the ever increasingly common problem of poor editing. Function names are misspelled, variables names are mismatched between code and text, and figures are referenced by the wrong number. Code, tables and figures are often referred to as "below" when they aren't, and there are no numbers and multiple figures per page. Really amateur stuff.As far as the content goes, it swings to wildly between overly simp. Best for newcomers to the subject, experienced individuals may pick up a few concepts/tricks Cliff C. This book provides a basic introduction to quantitative finance in the R language. The material really covers a very cursory set of information across a broad swath of topics (1. how to write R code, 2. import/export data in R, 3. basic statistics/time series concepts, 4. basic backtesting/strategy testing, etc.).Beyond authoring an introduction book to this subject, I suspect the author's intent was to create a usable book that would accompany his teachings of quantitative finance @ Loyola University of Chicago. It's an understandable and commo. "editorial and program example errors hinder content" according to Amazon Customer. In the first 2 chapters I found a number of serious editing errors. The first program examole s don't work as printed (although an experienced R coder can spot the problems fairly easily). Overall, nice content so far. But there is no link to the example programs (you have to type them by hand) and the book assumes you already have CSV files of the data in your disk (and in the proper format, with the right features/variables, etc). Hopefully the rest of the book improves dramatically. Because I want to like this book.
The text guides readers through a set of R programming exercises that culminate in several data-based trading strategies. Harry has written an instant classic that the professional and novice will find inherently useful. "Through the lens of an expert practitioner, Harry provides a treatise on how to develop a robust quantitative trading strategy using 'R'. Download the R software and you can begin building profitable strategies immediately. This is the first book written that has covered the ability of 'R' software to provide the infrastructure for an algorithmic trading system. There is an inordinate amount of working 'R' code that the reader can deploy instantly or lever to develop more exotic functions and scripts. I'm using it as a reference and Belvedere ha
His main area of expertise is in the research and development of high-frequency, automated trading systems for futures and equities. He has been working as a quantitative trader in Chicago, IL in the high frequency space since 2007. Prior to that, he was employed at Motorola and Andrew Corp. He receiv
Quantitative Finance with R offers a winning strategy for devising expertly-crafted and workable trading models using the R open source programming language, providing readers with a step-by-step approach to understanding complex quantitative finance problems and building functional computer code.