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. There are six chapters in this book, categorized into three parts: Financial Market and Financial Theory, Data Processing and High Performance Computing of R, and Financial Strategy Practice. Every chapter is a holistic knowledge system. Section One is Financial Market and Financial Theory (including Chapters 1 and 2), which starts with an understanding of finance to establish a basic idea of financial quantification. Chapter 1, Financial Market Overview, is the opening chapter of this book, which mainly introduces the ideas and methods of how to use R language to make quantitative investments. Chapter 2, Financial Theory, mainly introduces the classic theoretical models of finance and the R implementation methods. In Section Two, Data Processing and High Performance Computing of R (including Chapters 3 and 4), essential tools of R language for data processing and their usage are introduced in detail. Chapter 3, Data Processing of R, cored with the data processing technology of R, introduces the methods of processing different types of data with R language. In Chapter 4, High Performance Computing of R, three external technologies are introduced to help the performance of R language meet the production environment requirements. Section Three, Financial Strategy Practice (including Chapters 5 and 6), combines the R language technology and the financial market rules to solve the practical problems in financial quantification field. In Chapter 5, Bonds and Repurchase, readers can learn the market and the methods of low-risk investment. In Chapter 6, Quantitative Investment Strategy Cases, the investment research methods from theory to practice are introduced in whole. Since knowledge of different areas is comprehensively applied in this book, it is suggested that you read all the chapters in order. Some of the technical implementations mentioned in this book use the information from the other two books of the series, R for Programmers: Mastering the Tools and R2 for Programmers: Advanced Techniques, so it is recommended that you read those two as well.
2022-02-25 23:29:44 17.57MB r语言 量化投资 金融
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Computer Architecture, A Quantitative Approach, 5th
2022-01-07 15:06:24 11.92MB Computer Architecture
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Quant面试必读--Heard on the Street, 面试Quant的经典书籍之一
2022-01-03 19:46:42 2.99MB Quant
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Quantitative_Trading_with_R_-_Understanding_Mathematical_and_Computational_Tools_from_a_Quant’s_Perspective
2021-12-20 15:14:06 17.9MB R 软件
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A Practical Guide To Quantitative Finance Interviews pdf,
2021-12-16 11:09:35 11.56MB pdf
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一本非常好的介绍计算机架构的书籍,更进一步的定量介绍计算机架构的设计方法,同时里面给的例子非常新。
2021-12-15 12:02:12 35.19MB 计算机架构
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2017图灵奖得主 Hennessy 的经典教材 计算机系统结构:量化研究方法的 最新版 第六版(2017年12月出版)。本版以 risc-v为例子、
2021-12-02 17:01:25 33.73MB 量化研究方法 第6版 risc-v
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Quantitative Risk Management Concepts, Techniques and Tools Alexander J. McNeil R¨udiger Frey Paul Embrechts 2005 by Princeton University Press Princeton and Oxford
2021-11-21 21:55:34 6.66MB Alexander J. McNeil
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stock 简易的股票量化交易系统
2021-11-11 00:35:37 104KB Python
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这里是计算机体系结构量化方法的答案,很难找到的哦
2021-11-10 11:20:23 7.64MB 计算机体系
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