{"product_id":"practical-quantitative-finance-with-r-jack-xu-9780979372575","title":"Practical Quantitative Finance with R: Solving Real-World Problems with R for Quant Analysts and Individual Traders","description":"\u003cp\u003eThe book \"Practical Quantitative Finance with R - Solving Real-World Problems with R for Quant Analysts and Individual Traders\" provides a complete explanation of R programming in quantitative finance. It demonstrates how to prototype quant models and backtest trading strategies. It pays special attention to creating business applications and reusable R libraries that can be directly used to solve real-world problems in quantitative finance. The book contains: \u003c\/p\u003e \u003cp\u003ea) Overview of R programming, user-defined functions, and R packages, which is necessary to create finance applications.\u003c\/p\u003e \u003cp\u003eb) Step-by-step approaches to create a variety of 2D\/3D charts, stock charts, and technical indicators with the basic R and custom R packages.\u003c\/p\u003e \u003cp\u003ec) Introduction to free market data retrieval from online data sources using R. These market data include EOD, real-time intraday, interest rate, foreign exchange rate, and option-chain data.\u003c\/p\u003e \u003cp\u003ed) Detailed procedures to price equity options and fixed-income instruments, including European\/American\/Barrier options, bonds, and CDS, as well as related topics such as cash flows, term structures, yield curves, discount factors, and zero-coupon bonds.\u003c\/p\u003e \u003cp\u003ee) Introduction to linear analysis, time series analysis, and machine learning in finance, which covers linear regression, PCA, ARIMA, GARCH, KNN, random forest, SVM, and neural networks.\u003c\/p\u003e \u003cp\u003ef) In-depth descriptions of trading strategy development and backtesting, including strategies for single stock trading, stock pairs trading, and trading for multi-asset portfolios.\u003c\/p\u003e \u003cp\u003eg) Introduction to portfolio optimization based on the mean-variance and mean-CVaR methods\u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Jack Xu\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 0979372577\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9780979372575\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Ji-Hai Xu\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 08\/12\/2016\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 420\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Paperback\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 1.58lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.25h x 7.52w x 0.86d","brand":"Jack Xu","offers":[{"title":"Paperback","offer_id":43992586813695,"sku":"9780979372575","price":99.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_ecf56e8c-d069-4dc0-836b-8031bd12f69e.jpg?v=1683319726","url":"https:\/\/www.whiterainbookhouse.com\/products\/practical-quantitative-finance-with-r-jack-xu-9780979372575","provider":"WR Book House","version":"1.0","type":"link"}