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Books > Computing & IT > Computer programming > Programming languages

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Automated Trading with R - Quantitative Research and Platform Development (Paperback, 1st ed.) Loot Price: R2,375
Discovery Miles 23 750
You Save: R468 (16%)
Automated Trading with R - Quantitative Research and Platform Development (Paperback, 1st ed.): Chris Conlan

Automated Trading with R - Quantitative Research and Platform Development (Paperback, 1st ed.)

Chris Conlan

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List price R2,843 Loot Price R2,375 Discovery Miles 23 750 | Repayment Terms: R223 pm x 12* You Save R468 (16%)

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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 traders Offer an understanding of the internal mechanisms of an automated trading system Standardize discussion and notation of real-world strategy optimization problems What You Will Learn Understand machine-learning criteria for statistical validity in the context of time-series Optimize strategies, generate real-time trading decisions, and minimize computation time while programming an automated strategy in R and using its package library Best simulate strategy performance in its specific use case to derive accurate performance estimates Understand 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 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

General

Imprint: Apress
Country of origin: United States
Release date: October 2016
First published: 2016
Authors: Chris Conlan
Dimensions: 254 x 178 x 13mm (L x W x T)
Format: Paperback
Pages: 205
Edition: 1st ed.
ISBN-13: 978-1-4842-2177-8
Categories: Books > Computing & IT > Computer programming > Object-oriented programming (OOP)
Books > Science & Mathematics > Mathematics > Applied mathematics > General
Books > Computing & IT > Computer programming > Programming languages > General
LSN: 1-4842-2177-X
Barcode: 9781484221778

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