電子書籍詳細

電子書籍詳細


洋書 kinoppy

Rプログラミングの量的投資管理への応用

R for Programmers : Quantitative Investment Applications

1

Zhang, Dan

CRC Press 2018/04
出版国: GB
ISBN: 9781498736893
eISBN: 9781315352534
KNPID: EY00241189
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Full Description

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.

Table of Contents

Part 1: Financial Market and Financial Theory. 1. Financial Market Overview. 2. Financial Theory. Part 2: Data Processing and High Performance Computing of R. 3. Data Processing of R. 4. High Performance Computing of R. Part 3: Financial Strategy Practice. 5. Bonds and Repurchase. 6. Quantitative Investment Strategy Cases. Appendix: Docker Environment Installation.