Financial Analytics with R: Building a Laptop Laboratory for Data Science
This book explains the broad topic of automated trading, starting with its mathematics and moving to its computation and execution. Readers will gain a unique insight into the mechanics and computational considerations taken in building a backtester, strategy optimizer, and fully functional trading platform.
Automated Trading with R provides automated traders with all the tools they need to trade algorithmically with their existing brokerage, from data management, to strategy optimization, to order execution, using free and publically available data. If your brokerage’s API is supported, the source code is plug-and-play.
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. The book’s three objectives are:What you’ll learn
Who This Book Is For
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.Â
Country | USA |
Manufacturer | Apress |
Binding | Kindle Edition |
ReleaseDate | 2016-09-28 |
Format | Kindle eBook |