خرید و دانلود نسخه کامل کتاب Quantitative trading with r: understanding mathematical and computational tools from a … quant’s perspective – Original PDF

1 An Overview My primary intent in writing this book is to provide the reader with basic program- ming, financial, and mathematical tools that can be successfully leveraged both in industry and academia. I cover the use of the R programming language, as well as the R environment as a means for manipulating financial market data and for solving a subset of problems that quants and traders typically encounter in their day-to-day activities. The chapters that follow should be treated as a tutorial on a recommended set of tools that I have personally found useful and that have served me well during the last few years of my career as a quant trader/developer. I am writing this book from the vantage point of a quant practitioner and not that of an academic. A significant portion of the content is based on my lecture notes from a graduate level class in quantitative finance that I teach on a part-time basis at Loyola University in Chicago. This is an introductory-level book. No prior programming experience or advanced mathematical knowledge is assumed. Having said this, some chapters will tend to flow easier if you have had some prior exposure to the following topics. On the math side, I recommend a review of basic calculus, linear algebra, statistics, and probability. 1 On the programming side, familiarity with VBA, Python, and SQL2 is helpful. This book is also aimed at practitioners and seasoned traders who want to learn more about how to conduct data analysis on financial data and how to write useful R scripts to automate some of their workflow. Trading and programming are vast topics in their own right, and by no means will I attempt to give a thorough explanation of each concept. You will not become an expert programmer by reading this book, nor will you make a ton of money in the markets by following my advice. This book will, however, provide tools and ideas that can assist in the analysis, implementation, and presentation of trading strategies and other related quantitative topics. Figure 1.1 provides an illustration of the items I will address in subsequent chapters