Quantitative Trading with R

Understanding Mathematical and Computational Tools from a Quant’s Perspective

Authors: Georgakopoulos, Harry

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About this book

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.

About the authors

Harry Georgakopoulos is a Professor of Quantitative Finance at Loyola University and Quantitative Trader at XR Trading, LLC. 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. as an Electrical Engineer, where he designed and tested microwave transceivers for 3G mobile technologies, as well as at Milliman where he served as a Quantitative Financial Consultant. His main area of expertise is in the research and development of high-frequency, automated trading systems for futures and equities. He received his PhD in Financial Mathematics from The University of Chicago.

Reviews

"Through the lens of an expert practitioner, Harry provides a treatise on how to develop a robust quantitative trading strategy using 'R'. This is the first book written that has covered the ability of 'R' software to provide the infrastructure for an algorithmic trading system. Harry has written an instant classic that the professional and novice will find inherently useful. There is an inordinate amount of working 'R' code that the reader can deploy instantly or lever to develop more exotic functions and scripts. With this book, there is no need for expensive software development or a MATLAB license. Download the R software and you can begin building profitable strategies immediately. Harry has spawned an entire new generation of hedge fund managers with this seminal work." - Ed Zarek, Quantitative Options Trader, Chicago Volatility Group

"This is a superb text for aspiring quantitative traders. Financial math and computing concepts are introduced and developed simultaneously. The text guides readers through a set of R programming exercises that culminate in several data-based trading strategies. The conversational writing style and practitioner perspective will resonate with many readers." - Steven Todd, Associate Dean for Faculty and Research, Former Finance Department Chairperson, and Associate Professor Finance, Quinlan School of Business, Loyola University Chicago

"Quantitative Trading with R translates complicated topics into straightforward concepts. I'm using it as a reference and Belvedere has already incorporated some of the material into our classes." - Thomas Hutchinson, Managing Partner, Belvedere Trading, LLC


Table of contents (11 chapters)

Buy this book

eBook $54.99
price for Mexico (gross)
  • ISBN 978-1-137-43747-1
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $75.00
price for Mexico
  • ISBN 978-1-137-35407-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $70.00
price for Mexico
  • ISBN 978-1-349-46986-4
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.

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Bibliographic Information

Bibliographic Information
Book Title
Quantitative Trading with R
Book Subtitle
Understanding Mathematical and Computational Tools from a Quant’s Perspective
Authors
Copyright
2015
Publisher
Palgrave Macmillan US
Copyright Holder
Palgrave Macmillan, a division of Nature America Inc.
eBook ISBN
978-1-137-43747-1
DOI
10.1057/9781137437471
Hardcover ISBN
978-1-137-35407-5
Softcover ISBN
978-1-349-46986-4
Edition Number
1
Number of Pages
XVII, 272
Topics