MARC details
| 000 -LEADER |
|---|
| fixed length control field |
03804cam a2200397 i 4500 |
| 001 - CONTROL NUMBER |
|---|
| control field |
18318790 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20230215020016.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
140929s2015 nyua b 001 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
|---|
| LC control number |
2014028408 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9781137354075 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
DLC |
| Language of cataloging |
eng |
| Transcribing agency |
DLC |
| Description conventions |
rda |
| Modifying agency |
DLC |
| 042 ## - AUTHENTICATION CODE |
|---|
| Authentication code |
pcc |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HG4661 |
| Item number |
.G46 2015 |
| 084 ## - OTHER CLASSIFICATION NUMBER |
|---|
| Classification number |
BUS017000 |
| -- |
BUS027000 |
| -- |
BUS028000 |
| Source of number |
bisacsh |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Georgakopoulos, Harry |
| 9 (RLIN) |
31394 |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Quantitative trading with R |
| Remainder of title |
understanding mathematical and computational tools from a quant's perspective |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc |
New York |
| Name of publisher, distributor, etc |
Palgrave Macmillian |
| Date of publication, distribution, etc |
2015 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references and index. |
| 505 8# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Machine generated contents note: -- 1. Introduction -- 2. What Do Traders Do? -- 3. What Tools Do Traders Use? -- 4. A Sample Trading Strategy -- 5. Tools That We Need to Implement a Trading Strategy -- 6. What is R? (History and Basic Instructions) -- 7. Datatypes in R -- 8. Functions in R -- 9. Linear Algebra -- 10. Statistics -- 11. Probability -- 12. What is Risk -- 13. Where to Get Financial Data -- 14. How to Analyze Financial Data -- 15. Time Series Analysis -- 16. Regression Analysis -- 17. Monte Carlo Analysis -- 18. Formulating a Strategy -- 19. Backtesting a Strategy -- 20. Validating a Strategy -- 21. Presentation of Results -- 22. Advanced Concepts. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
"Quantitative Trading with R offers readers a winning strategy for devising expertly-crafted and workable trading models using the R open-source programming language. Based on the author's own experience as a professor and high-frequency trader, this book provides a step-by-step approach to understanding complex quantitative finance problems and building functional computer code. This is an introductory work for students, researchers, and practitioners interested in applying statistical-programming, mathematical, and financial concepts to the creation and analysis of simple and practical trading strategies. No prior programming knowledge is assumed on the part of the reader. Georgakopoulos outlines basic trading concepts and walks the reader through the necessary math, data analysis, finance, and programming concepts necessary to successfully implement a strategy. Multiple examples are included throughout the work containing useful computer code that can be applied directly to real-world trading models. Individual case studies are split up into smaller modules for impact and retention. Chapters contain a balanced mix of mathematics, finance, and programming theory, and cover such topics as linear algebra, matrix manipulations, statistics, data analysis, and programming constructs. Upon completion of the book, readers will know how to research, analyze, backtest, and code up a successful trading strategy. "-- |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Stocks |
| General subdivision |
Mathematical models. |
| 9 (RLIN) |
31395 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Investment analysis |
| General subdivision |
Mathematical models. |
| 9 (RLIN) |
31396 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Corporations |
| General subdivision |
Finance |
| -- |
Computer programs. |
| 9 (RLIN) |
31397 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Commodity exchanges. |
| 9 (RLIN) |
1084 |
| 856 42 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Materials specified |
Cover image |
| Uniform Resource Identifier |
<a href="http://www.netread.com/jcusers2/bk1388/075/9781137354075/image/lgcover.9781137354075.jpg">http://www.netread.com/jcusers2/bk1388/075/9781137354075/image/lgcover.9781137354075.jpg</a> |
| 856 42 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Materials specified |
Contributor biographical information |
| Uniform Resource Identifier |
<a href="http://www.loc.gov/catdir/enhancements/fy1413/2014028408-b.html">http://www.loc.gov/catdir/enhancements/fy1413/2014028408-b.html</a> |
| 856 42 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Materials specified |
Publisher description |
| Uniform Resource Identifier |
<a href="http://www.loc.gov/catdir/enhancements/fy1413/2014028408-d.html">http://www.loc.gov/catdir/enhancements/fy1413/2014028408-d.html</a> |
| 856 41 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Materials specified |
Table of contents only |
| Uniform Resource Identifier |
<a href="http://www.loc.gov/catdir/enhancements/fy1413/2014028408-t.html">http://www.loc.gov/catdir/enhancements/fy1413/2014028408-t.html</a> |
| 906 ## - LOCAL DATA ELEMENT F, LDF (RLIN) |
|---|
| a |
7 |
| b |
cbc |
| c |
orignew |
| d |
1 |
| e |
ecip |
| f |
20 |
| g |
y-gencatlg |
