標(biāo)題: Titlebook: Quantitative Trading with R; Understanding Mathem Harry Georgakopoulos Book 2015 Palgrave Macmillan, a division of Nature America Inc. 2015 [打印本頁] 作者: Definite 時(shí)間: 2025-3-21 16:50
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書目名稱Quantitative Trading with R網(wǎng)絡(luò)公開度學(xué)科排名
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書目名稱Quantitative Trading with R讀者反饋
書目名稱Quantitative Trading with R讀者反饋學(xué)科排名
作者: 與野獸博斗者 時(shí)間: 2025-3-22 00:17
Harry Georgakopoulosion in a historical context.Original Spanish-language book, Between 1994 and 1999, I had the pleasure of lecturing Special and General Relativity in the Facultad de Ciencias Exactas y Naturales of the Universidad de Buenos Aires. These lectures were targeted to undergraduate and graduate students of作者: 星球的光亮度 時(shí)間: 2025-3-22 02:05 作者: 原諒 時(shí)間: 2025-3-22 07:41
Harry Georgakopoulosion in a historical context.Original Spanish-language book, Between 1994 and 1999, I had the pleasure of lecturing Special and General Relativity in the Facultad de Ciencias Exactas y Naturales of the Universidad de Buenos Aires. These lectures were targeted to undergraduate and graduate students of作者: 珠寶 時(shí)間: 2025-3-22 11:32 作者: Licentious 時(shí)間: 2025-3-22 13:15 作者: CHOP 時(shí)間: 2025-3-22 18:18 作者: 暫時(shí)休息 時(shí)間: 2025-3-22 22:21
Harry Georgakopoulosad de Buenos Aires. These lectures were targeted to undergraduate and graduate students of Physics. However, it is increasingly apparent that interest in Relativity extends beyond these academic circles. Because of this reason, this book intends to become useful to students of related disciplines an作者: 隱語 時(shí)間: 2025-3-23 03:46 作者: GRAVE 時(shí)間: 2025-3-23 07:46
Harry Georgakopoulosevious chapter, Einstein was now prepared to admit that it was not possible to measure momentum and position simultaneously to a better accuracy that allowed by the Heisenberg principle. The EPR argument was, at the very least, an ingenious attempt to show that nevertheless both observables do actua作者: Noisome 時(shí)間: 2025-3-23 13:36
Harry Georgakopoulosews on the theory; Pais. suggests that he ‘vacillated.’ It seems more likely that he combined at much the same time great excitement about the mathematical content and potential of the theory, with growing concern that philosophical conclusions were being drawn from the theory that he found unaccept作者: parsimony 時(shí)間: 2025-3-23 16:58
Harry Georgakopoulosews on the theory; Pais. suggests that he ‘vacillated.’ It seems more likely that he combined at much the same time great excitement about the mathematical content and potential of the theory, with growing concern that philosophical conclusions were being drawn from the theory that he found unaccept作者: 執(zhí)拗 時(shí)間: 2025-3-23 19:42
ews on the theory; Pais. suggests that he ‘vacillated.’ It seems more likely that he combined at much the same time great excitement about the mathematical content and potential of the theory, with growing concern that philosophical conclusions were being drawn from the theory that he found unaccept作者: interrupt 時(shí)間: 2025-3-24 02:02
An Overview,eraged 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 follo作者: 開玩笑 時(shí)間: 2025-3-24 03:22 作者: 思考而得 時(shí)間: 2025-3-24 09:10 作者: 和藹 時(shí)間: 2025-3-24 14:19
Basic Statistics and Probability,basic visualizations with ggplot2. The next logical step is to start looking for patterns in the data that might reveal exploitable trading opportunities. This course of action inevitably leads us to ask questions about the statistical nature of financial time series.作者: Efflorescent 時(shí)間: 2025-3-24 16:28
Spreads, Betas and Risk, day’s return does not help us in forecasting today’s return. The hypothesis we will formulate in this section is that we can artificially create a time series that is somewhat forecastable. We will refer to this new time series as a spread. The claim we are making is that a stock spread has a bette作者: CROW 時(shí)間: 2025-3-24 19:47
Backtesting with Quantstrat,hodology of testing out a particular hypothesis about market dynamics on a subset of historical data. It is akin to the scientific method in that it attempts to reconcile hypotheses with empirical observations. The end goal is to form predictions that result in profitable outcomes. The implicit assu作者: 猛烈責(zé)罵 時(shí)間: 2025-3-24 23:59
High-Frequency Data,ously spaced out in time. Homogeneity in time is a property that makes the mathematics of time series analysis much easier to handle. Tick data, on the other hand, is inherently nonhomogenous in time. Events such as book updates, trade updates, exchange messages and high-frequency news feeds, tend t作者: Neutral-Spine 時(shí)間: 2025-3-25 05:26
Options,An Option is a contract which gives the buyer (the owner) the right, but not the obligation, to buy or sell an underlying asset or instrument at a specified strike price on or before a specified date [130].” They are similar to futures contracts in that they provide a mechanism to purchase or sell a作者: phlegm 時(shí)間: 2025-3-25 11:11 作者: 紳士 時(shí)間: 2025-3-25 14:45 作者: HAIRY 時(shí)間: 2025-3-25 18:26 作者: 縮減了 時(shí)間: 2025-3-25 19:59 作者: 嗎啡 時(shí)間: 2025-3-26 01:28
Optimization,ulations typically include one or more parameters as part of their input specifications. Optimization is a branch of mathematics that provides techniques for finding the best values for these parameters under constraints. R has a slew of packages that deal with optimization, and we will look at a few of them in this chapter.作者: Malcontent 時(shí)間: 2025-3-26 05:45
Spreads, Betas and Risk,r chance of being tradable than an individual outright does. This, of course, is a subjective and suspicious statement in and of itself. Bear with me, though for the remainder of the chapter. I am mostly interested in conveying a methodology of thinking rather than a concrete fact about price behavior.作者: Hangar 時(shí)間: 2025-3-26 10:20 作者: arbiter 時(shí)間: 2025-3-26 15:04
An Overview,ears 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.作者: macular-edema 時(shí)間: 2025-3-26 17:05
Tools of the Trade,ramming language is one such tool. In this book, we will learn how to wield the R programming language for the purposes of manipulating data, performing math operations, automating workflows, displaying informative visualizations, creating reproducible results, and doing lots of other cool stuff作者: Progesterone 時(shí)間: 2025-3-26 22:34
Speed, Testing, and Reporting,ow has been made possible by the recent work of the RStudio team and packages such as sweave and knitr [145, 146]. The generation of a sample .pdf report via knitr is presented at the end of the chapter.作者: CAJ 時(shí)間: 2025-3-27 02:37
Harry Georgakopoulosssical physics assumed that space is immutable and its geometry obeys the Euclidean postulates. Furthermore, distances and time intervals are believed invariant, i. e. , independent of the state of motion. Both978-1-4419-2419-3978-0-387-69947-9作者: inferno 時(shí)間: 2025-3-27 07:13
Harry Georgakopoulosssical physics assumed that space is immutable and its geometry obeys the Euclidean postulates. Furthermore, distances and time intervals are believed invariant, i. e. , independent of the state of motion. Both978-1-4419-2419-3978-0-387-69947-9作者: definition 時(shí)間: 2025-3-27 11:04
Harry Georgakopoulosssical physics assumed that space is immutable and its geometry obeys the Euclidean postulates. Furthermore, distances and time intervals are believed invariant, i. e. , independent of the state of motion. Both978-1-4419-2419-3978-0-387-69947-9作者: 使出神 時(shí)間: 2025-3-27 14:25
ted Physics for over two centuries until they clashed with Maxwell’s electromagnetism. Classical physics assumed that space is immutable and its geometry obeys the Euclidean postulates. Furthermore, distances and time intervals are believed invariant, i. e. , independent of the state of motion. Both作者: BALE 時(shí)間: 2025-3-27 20:56
Harry Georgakopoulosted Physics for over two centuries until they clashed with Maxwell’s electromagnetism. Classical physics assumed that space is immutable and its geometry obeys the Euclidean postulates. Furthermore, distances and time intervals are believed invariant, i. e. , independent of the state of motion. Both作者: FIR 時(shí)間: 2025-3-28 01:28 作者: 有幫助 時(shí)間: 2025-3-28 05:52
Harry Georgakopoulosted Physics for over two centuries until they clashed with Maxwell’s electromagnetism. Classical physics assumed that space is immutable and its geometry obeys the Euclidean postulates. Furthermore, distances and time intervals are believed invariant, i. e. , independent of the state of motion. Both作者: Facet-Joints 時(shí)間: 2025-3-28 06:47
Harry Georgakopoulosted Physics for over two centuries until they clashed with Maxwell’s electromagnetism. Classical physics assumed that space is immutable and its geometry obeys the Euclidean postulates. Furthermore, distances and time intervals are believed invariant, i. e. , independent of the state of motion. Both作者: neolith 時(shí)間: 2025-3-28 10:55 作者: 心胸狹窄 時(shí)間: 2025-3-28 14:40 作者: 埋葬 時(shí)間: 2025-3-28 19:06 作者: 宮殿般 時(shí)間: 2025-3-29 01:37
Harry Georgakopoulos In 1912, Einstein. had written: “The more success the quantum theory has, the sillier it looks‘, and his feelings had probably not changed much during the 12 years before 1912 and the 13 afterwards up to 1925. Now at last it seemed that one could hope to study atoms and light from a well-defined th作者: 暴露他抗議 時(shí)間: 2025-3-29 06:58
In 1912, Einstein. had written: “The more success the quantum theory has, the sillier it looks‘, and his feelings had probably not changed much during the 12 years before 1912 and the 13 afterwards up to 1925. Now at last it seemed that one could hope to study atoms and light from a well-defined th作者: expire 時(shí)間: 2025-3-29 07:48 作者: 衍生 時(shí)間: 2025-3-29 12:13 作者: conjunctivitis 時(shí)間: 2025-3-29 17:35 作者: Indigence 時(shí)間: 2025-3-29 19:51
