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.
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Georgakopoulos, H. (2015). An Overview. In: Quantitative Trading with R. Palgrave Macmillan, New York. https://doi.org/10.1057/9781137437471_1
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DOI: https://doi.org/10.1057/9781137437471_1
Publisher Name: Palgrave Macmillan, New York
Print ISBN: 978-1-349-46986-4
Online ISBN: 978-1-137-43747-1
eBook Packages: Palgrave Business & Management CollectionBusiness and Management (R0)