R for programmers :

Zhang, Dan, 1983-

R for programmers : Quantitative investment applications / Dan Zhang. - Boca Raton, FL : CRC Press/Taylor & Francis Group, c2018. - vi, 370 pages : illustrations ; 26 cm.

"A CRC title, part of the Taylor & Francis imprint, a member of the Taylor & Francis Group, the academic division of T&F Informa plc."

Includes bibliographical references and index.

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--

9781498736893 (pbk. : acidfree paper)


R (Computer program language).

QA 276.45.R3 / .Z61 2018