利用R提升量化金融实战能力：构建交易策略与风险管理

R
Quantitative
Finance
5星 · 超过95%的资源 需积分: 10 51 下载量 67 浏览量 更新于2024-07-21 收藏 4.58MB PDF 举报
"《精通R语言进行量化金融(PACKT,2015)》是一本专为希望在量化金融领域发挥作用的人士精心编撰的指南。R语言作为统计分析领域的主导者，赋予了用户将原始数据转化为盈利分析的强大能力。本书通过逐章深入，将量化金融的概念与实际的R编程模型相结合，以清晰且实践性的方式引导读者立即投入应用，包括时间序列分析、多因素模型构建以及利用大数据进行预测性投资。 书中特别关注构建完整的交易策略和风险管理系统，作者Edina Berlinger、Ferenc Illés、Milán Badics等人以其丰富的经验和专业知识，帮助读者掌握如何运用R优化交易策略，设计符合个人和客户需求的风险管理方案。读者将学会如何处理外汇和利率衍生品，利用R进行最优对冲，确保复杂期权交易中的分析能够带来预期的回报。 此外，该书强调版权保护，所有内容未经Packt Publishing事先书面许可，不得复制、存储或通过任何形式传播。尽管作者和出版商已尽力确保信息的准确性，但本书提供的信息不带任何形式的保证，无论是明示的还是暗示的，作者、Packt Publishing及其经销商和分销商不对由此产生的任何损失或索赔承担责任。 《精通R语言进行量化金融》是一本实用的教程，不仅教授基础技能，还引导读者走向高级应用，是每个想要在量化金融领域施展才华的专业人士不可或缺的参考资料。"

Mastering R for Quantitative Finance

2019-05-06 上传
Mastering R for Quantitative Finance Use R to optimize your trading strategy and build up your own risk management system

Mastering Python for Finance(PACKT,2015)

2015-08-21 上传
Built initially for scientific computing, Python quickly found its place in finance. Its flexibility and robustness can be easily incorporated into applications for mathematical studies, research, and...

Mastering Pandas for Finance(PACKT,2015)

2015-08-20 上传
This book will teach you ...By the end of the book, you will be familiar with applying pandas to many financial problems, giving you the knowledge needed to leverage pandas in the real world of finance.

Mastering Android Application Development(PACKT,2015)

2016-01-06 上传
There are millions of Android apps out there for people to download how do you make sure yours has the edge? It’s not always about innovation and ideas the most successful apps are those that are ...

Mastering Python Data Visualization(PACKT,2015)

2016-09-05 上传
to-follow categorical style, this book discusses some niche techniques that will make your code easier to work with and reuse Who This Book Is For If you are a Python developer who performs data ...

Mastering Linux Network Administration(PACKT,2015)

2016-01-04 上传
Linux is everywhere. Whether you run a home office, a small business, or manage enterprise systems, Linux can empower your network to perform at its very best. Armed with the advanced tools and best ...

Mastering vRealize Operations Manager(PACKT,2015)

2015-08-26 上传
As x86 server virtualization becomes mainstream for even the most demanding applications, the criticality of managing the heath and efficiency of virtualized environments is more important than ever....

Mastering Go Web Services(PACKT,2015)

2016-02-06 上传
Finally, you will see how the security features in Go can be used for protection against SQL injection, and sensitive data compromise. By the end of this book, you will have achieved a high level of...

Mastering JavaScript High Performance(PACKT,2015)

2015-07-17 上传
Studying JavaScript performance in depth will make you capable of tackling the complex and important tasks required to solve performance issues. In this book, you'll learn when and why to use an IDE ...

Mastering Backbone.js(PACKT,2015)

2016-01-29 上传
The next chapter will explain strategies for how to deal with these models. The following chapters will help you to manage module dependencies on your projects, explore strategies to upload files to ...
vanridin
  • 粉丝: 108
  • 资源: 1187
上传资源 快速赚钱

最新资源