Du er her:
Bog, paperback Automated Trading with R af Christopher Conlan

Automated Trading with R

- Quantitative Research and Platform Development, 2016

(Bog, paperback)

19 black & white illustrations, 16 colour illustrations, biography

19 black & white illustrations, 16 colour illustrations, biography


Vis mere

Sæt bog på liste

  • Bogliste

Forlagets pris
kr. 409,95
3-5 hverdage
Leveres senest

kr. 369,31
kr. 19,95

kr. 299,95
Fri fragt

Du tilmelder dig Saxo Plusmedlemskab til 69 kr. hver måned. Se hvordan du sparer tre måneders Plusmedlemskab her

Til dig, der elsker bøger

Læs mere om Plusmedlemskab
Op til 70% rabat Fri fragt
Udvidet returret Ingen binding

Forlagets beskrivelse
19 black & white illustrations, 16 colour illustrations, biography
Bibliotekernes beskrivelse
This book explains the broad topic of automated trading, starting with its mathematics and moving to its computation and execution. Readers will gain a unique insight into the mechanics and computational considerations taken in building a backtester, strategy optimizer, and fully functional trading platform. Automated Trading with R provides automated traders with all the tools they need to trade algorithmically with their existing brokerage, from data management, to strategy optimization, to order execution, using free and publically available data. If your brokerage's API is supported, the source code is plug-and-play. The platform built in this book can serve as a complete replacement for commercially available platforms used by retail traders and small funds. Software components are strictly decoupled and easily scalable, providing opportunity to substitute any data source, trading algorithm, or brokerage. The book's three objectives are: * To provide a flexible alternative to common strategy automation frameworks, like Tradestation, Metatrader, and CQG, to small funds and retail traders. * To offer an understanding the internal mechanisms of an automated trading system.* To standardize discussion and notation of real-world strategy optimization problems. What you'll learn * Programming an automated strategy in R gives the trader access to R and its package library for optimizing strategies, generating real-time trading decisions, and minimizing computation time. * How to best simulate strategy performance in their specific use case to derive accurate performance estimates. * Important machine-learning criteria for statistical validity in the context of time-series. * An understanding of critical real-world variables pertaining to portfolio management and performance assessment, including latency, drawdowns, varying trade size, portfolio growth, and penalization of unused capital. Who This Book Is For This book is for traders/practitioners at the retail or small fund level with at least an undergraduate background in finance or computer science. Graduate level finance or data science students.

Kundernes boganmeldelser af Automated Trading with R

Anmeld bogen og vær med i konkurrencen om gavekort – læs mere her.

Der ingen anmeldelser af Automated Trading with R

for at skrive en anmeldelse.

Se andre bøger, der handler om:

Bogens kategori: