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.
| ISBN: | 9781498736893 |
| Publication date: | 7th May 2018 |
| Author: | Dan Zhang |
| Publisher: | CRC Press Inc an imprint of Taylor & Francis Inc |
| Format: | Paperback |
| Pagination: | 386 pages |
| Genres: |
Computer science Software Engineering Economics Probability and statistics Programming and scripting languages: general Finance and accounting |