{"product_id":"practical-quantitative-finance-with-r-solving-real-world-problems-with-r-for-quant-analysts-and-individual-traders-paperback","title":"Practical Quantitative Finance with R: Solving Real-World Problems with R for Quant Analysts and Individual Traders - Paperback","description":"\u003cdiv\u003e\u003cp style=\"text-align: right;\"\u003e\u003ca href=\"https:\/\/reportcopyrightinfringement.com\/\" target=\"_blank\" rel=\"nofollow\"\u003e\u003cb\u003eReport copyright infringement\u003c\/b\u003e\u003c\/a\u003e\u003c\/p\u003e\u003c\/div\u003e\u003cp\u003eby \u003cb\u003eJack Xu\u003c\/b\u003e (Author)\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eThe book \"Practical Quantitative Finance with R - Solving Real-World Problems with R for Quant Analysts and Individual Traders\" provides a complete explanation of R programming in quantitative finance. It demonstrates how to prototype quant models and backtest trading strategies. It pays special attention to creating business applications and reusable R libraries that can be directly used to solve real-world problems in quantitative finance. The book contains: \u003c\/p\u003e \u003cp\u003ea) Overview of R programming, user-defined functions, and R packages, which is necessary to create finance applications.\u003c\/p\u003e \u003cp\u003eb) Step-by-step approaches to create a variety of 2D\/3D charts, stock charts, and technical indicators with the basic R and custom R packages.\u003c\/p\u003e \u003cp\u003ec) Introduction to free market data retrieval from online data sources using R. These market data include EOD, real-time intraday, interest rate, foreign exchange rate, and option-chain data.\u003c\/p\u003e \u003cp\u003ed) Detailed procedures to price equity options and fixed-income instruments, including European\/American\/Barrier options, bonds, and CDS, as well as related topics such as cash flows, term structures, yield curves, discount factors, and zero-coupon bonds.\u003c\/p\u003e \u003cp\u003ee) Introduction to linear analysis, time series analysis, and machine learning in finance, which covers linear regression, PCA, ARIMA, GARCH, KNN, random forest, SVM, and neural networks.\u003c\/p\u003e \u003cp\u003ef) In-depth descriptions of trading strategy development and backtesting, including strategies for single stock trading, stock pairs trading, and trading for multi-asset portfolios.\u003c\/p\u003e \u003cp\u003eg) Introduction to portfolio optimization based on the mean-variance and mean-CVaR methods\u003c\/p\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003eNumber of Pages:\u003c\/strong\u003e 420\u003c\/div\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003eDimensions:\u003c\/strong\u003e 0.86 x 9.25 x 7.52 IN\u003c\/div\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003ePublication Date:\u003c\/strong\u003e August 12, 2016\u003c\/div\u003e\n            ","brand":"BooksCloud","offers":[{"title":"Default Title","offer_id":47201637630201,"sku":"9780979372575","price":170.98,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0789\/2782\/3097\/files\/QjJ2cGxsTjhIaDdtRHRMV0w0K3pzUT09.webp?v=1767986597","url":"https:\/\/bookscloud.io\/products\/practical-quantitative-finance-with-r-solving-real-world-problems-with-r-for-quant-analysts-and-individual-traders-paperback","provider":"BooksCloud Book Dropshipping","version":"1.0","type":"link"}