Название: R for Programmers: Quantitative Investment Applications
Автор: Dan Zhang
Издательство: CRC Press
Год: 2018
ISBN: 9781498736893
Формат: pdf
Страниц: 386
Размер: 18,1 mb
Язык: English

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.

Features:

– Presents practical and mature applications of R in the quantitative investment area
– Gives examples of how to use R and related tools to implement quantitative investment service framework
– Illustrates portfolio optimization and risk mangement with R in detail
– Combines R and related domain specific tools to build a powerful toolkit for users
– Brings geek thinking to quatitative investment and statistics area while sharing the cases of starting and running the startup as well as technical cases