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.
By:
Dan Zhang Imprint: CRC Press Inc Country of Publication: United States Dimensions:
Height: 254mm,
Width: 178mm,
Weight: 376g ISBN:9781498736893 ISBN 10: 1498736890 Pages: 386 Publication Date:07 May 2018 Audience:
College/higher education
,
Professional and scholarly
,
Primary
,
Undergraduate
Format:Paperback Publisher's Status: Active
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.