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Automated Trading with R

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Automated Trading with R
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  • Leveringstid 2-4 hverdage
  • Forventet levering 29-05-2018
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  1. Beskrivelse

    1 Paperback 16 Illustrations, color; 19 Illustrations, black and white; XXV, 205 p. 35 illus., 16 illus. in color.

    Udgivelsesdato:
    29-09-2016
    Leveringstid:
    2-4 hverdage
    Bedømmelse:
    (0)
  2. Yderligere info
    Udgivelsesdato:
    29-09-2016
    Sprog:
    Engelsk
    ISBN13:
    9781484221778
    Vægt:
    456
    Højde:
    13
    Bredde:
    178
    Længde:
    254
    Forlag:
    Apress
    Mærkat:
    Bog, paperback
    Format:
    Paperback
    Udgave:
    1st ed.
    • Bibliotekernes beskrivelse

      Learn to trade algorithmically with your existing brokerage, from data management, to strategy optimization, to order execution, using free and publicly available data. Connect to your brokerage's API, and the source code is plug-and-play.Automated Trading with R explains automated trading, starting with its mathematics and moving to its computation and execution. You will gain a unique insight into the mechanics and computational considerations taken in building a back-tester, strategy optimizer, and fully functional trading platform.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. This book will:Provide a flexible alternative to common strategy automation frameworks, like Tradestation, Metatrader, and CQG, to small funds and retail tradersOffer an understanding of the internal mechanisms of an automated trading systemStandardize discussion and notation of real-world strategy optimization problemsWhat You Will LearnUnderstand machine-learning criteria for statistical validity in the context of time-seriesOptimize strategies, generate real-time trading decisions, and minimize computation time while programming an automated strategy in R and using its package libraryBest simulate strategy performance in its specific use case to derive accurate performance estimatesUnderstand critical real-world variables pertaining to portfolio management and performance assessment, including latency, drawdowns, varying trade size, portfolio growth, and penalization of unused capitalWho This Book Is ForTraders/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

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