• 大小: 17.8MB
    文件类型: .pdf
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    发布日期: 2023-07-04
  • 语言: 其他
  • 标签: R-Language  Quant  finance  

资源简介

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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