R for programmers quantitative investment applications / Dan Zhang.

Author/creator Zhang, Dan, 1983-
Format Electronic
Publication InfoBoca Raton : CRC Press, Taylor & Francis Group, 2018.
Descriptionxv, 370 pages : illustrations ; 26 cm
Supplemental ContentFull text available from Taylor & Francis eBooks
Subjects

Abstract 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-- Provided by publisher.
General note"A CRC title, part of the Taylor & Francis imprint, a member of the Taylor & Francis Group, the academic division of T&F Informa plc."
Bibliography noteIncludes bibliographical references and index.
Access restrictionAvailable only to authorized users.
Technical detailsMode of access: World Wide Web
Genre/formElectronic books.
LCCN 2018000799
ISBN9781498736893 (pbk. : acid-free paper)
ISBN1498736890 (pbk. : acid-free paper)

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