An Overview

Harry Georgakopoulos

Chapter 1 in Quantitative Trading with R, 2015, pp 1-9 from Palgrave Macmillan

Abstract: Abstract My primary intent in writing this book is to provide the reader with basic programming, 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.

Keywords: Trading Strategy; Hedge Fund; Market Data; Physical Market; Trading Platform (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:pal:palchp:978-1-137-43747-1_1

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DOI: 10.1057/9781137437471_1

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