Automated Trading with R: Quantitative Research and Platform Development, 1st Edition

Automated Trading with R: Quantitative Research and Platform Development, 1st  Edition

English | ISBN: 148422177X | 2016 | PDF | 205 Pages | 6.70 MB

This book explains the broad topic of automated trading, starting with its mathematics and moving to its computation and execution. Readers will gain a unique insight into the mechanics and computational considerations taken in building a backtester, strategy optimizer, and fully functional trading platform.

Automated Trading with R provides automated traders with all the tools they need to trade algorithmically with their existing brokerage, from data management, to strategy optimization, to order execution, using free and publically available data. If your brokerage's API is supported, the source code is plug-and-play.
The platform built in this book can serve as a complete replacement for commercially available platforms used by retail traders and small funds. Software components are strictly decoupled and easily scalable, providing opportunity to substitute any data source, trading algorithm, or brokerage. The book's three objectives are:

To provide a flexible alternative to common strategy automation frameworks, like Tradestation, Metatrader, and CQG, to small funds and retail traders.
To offer an understanding the internal mechanisms of an automated trading system.
To standardize discussion and notation of real-world strategy optimization problems.

What you'll learn

Programming an automated strategy in R gives the trader access to R and its package library for optimizing strategies, generating real-time trading decisions, and minimizing computation time.
How to best simulate strategy performance in their specific use case to derive accurate performance estimates.
Important machine-learning criteria for statistical validity in the context of time-series.
An understanding of critical real-world variables pertaining to portfolio management and performance assessment, including latency, drawdowns, varying trade size, portfolio growth, and penalization of unused capital.

Who This Book Is For

This book is for traders/practitioners at the retail or small fund level with at least an undergraduate background in finance or computer science. Graduate level finance or data science students.


[Fast Download] Automated Trading with R: Quantitative Research and Platform Development, 1st Edition

Ebooks related to "Automated Trading with R: Quantitative Research and Platform Development, 1st Edition" :
Broadcasting Empire: The BBC and the British World, 1922-1970
Networks and New Services: A Complete Story
Upgrading and Repairing Networks
Indigenous People and Mobile Technologies
Hidden in the Enemy's Sight: Resisting the Third Reich From Within
Target Acquisition in Communication Electronic Warfare Systems
LTE and the Evolution to 4G Wireless: Design and Measurement Challenges
Connectivity Frameworks for Smart Devices
The Best Damn Firewall Book Period (Second Edition)
Handbook of Information Security. Volume 2
Copyright Disclaimer:
This site does not store any files on its server. We only index and link to content provided by other sites. Please contact the content providers to delete copyright contents if any and email us, we'll remove relevant links or contents immediately.