automated trading with r quantitative research and platform development

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Automated Trading With R

Author : Chris Conlan
ISBN : 9781484221785
Genre : Computers
File Size : 41. 78 MB
Format : PDF
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Learn to trade algorithmically with your existing brokerage, from data management, to strategy optimization, to order execution, using free and publicly available data. Connect to your brokerage’s API, and the source code is plug-and-play. Automated Trading with R explains automated trading, starting with its mathematics and moving to its computation and execution. You will gain a unique insight into the mechanics and computational considerations taken in building a back-tester, strategy optimizer, and fully functional trading platform. 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. This book will: Provide a flexible alternative to common strategy automation frameworks, like Tradestation, Metatrader, and CQG, to small funds and retail traders Offer an understanding of the internal mechanisms of an automated trading system Standardize discussion and notation of real-world strategy optimization problems What You Will Learn Understand machine-learning criteria for statistical validity in the context of time-series Optimize strategies, generate real-time trading decisions, and minimize computation time while programming an automated strategy in R and using its package library Best simulate strategy performance in its specific use case to derive accurate performance estimates Understand 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 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

Python Data Analysis

Author : Ivan Idris
ISBN : 9781783553365
Genre : Computers
File Size : 47. 99 MB
Format : PDF, ePub
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This book is for programmers, scientists, and engineers who have knowledge of the Python language and know the basics of data science. It is for those who wish to learn different data analysis methods using Python and its libraries. This book contains all the basic ingredients you need to become an expert data analyst.

Quantitative Trading With R

Author : Harry Georgakopoulos
ISBN : 9781137437471
Genre : Business & Economics
File Size : 71. 43 MB
Format : PDF, ePub, Docs
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Quantitative Finance with R offers a winning strategy for devising expertly-crafted and workable trading models using the R open source programming language, providing readers with a step-by-step approach to understanding complex quantitative finance problems and building functional computer code.

Microstructure Of World Trading Markets

Author : Hans R. Stoll
ISBN : 9789401121804
Genre : Business & Economics
File Size : 90. 76 MB
Format : PDF, Kindle
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This volume addresses various aspects of the microstructure of world trading markets and provides scientific evidence on the functioning of specific foreign markets. The study of market microstructure has previously focused on the U.S. markets, but with the rapid expansion in foreign markets there is a real need to understand the nature and functioning of foreign trading markets.

Technological Innovation And Economic Performance

Author : Council on Foreign Relations
ISBN : 0691090912
Genre : Business & Economics
File Size : 45. 11 MB
Format : PDF, ePub
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Commissioned and brought tohgether for the research project by the world-renowned Council on Foreign Relations, the authors have produced an important compendia in applied economics.

Trading And Exchanges

Author : Larry Harris
ISBN : 0195144708
Genre : Business & Economics
File Size : 73. 12 MB
Format : PDF, Docs
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Describes in plain words how markets work; how governments and exchanges regulate them; and how traders create liquidity,volatility, informative prices, trading profits, and transaction costs. It identifies the trading strategies that make markets liquid, produce prices that reflect information about fundamental values, and allow some traders to consistently profit while others lose. Since the success of trading strategies depends on the trading rules that markets use, the text also considers the regulatory forces that create and enforce trading rules.

Container Terminals And Automated Transport Systems

Author : Hans-Otto Günther
ISBN : 3540266860
Genre : Business & Economics
File Size : 75. 48 MB
Format : PDF, Kindle
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Container transportation is the predominant mode of inter-continental cargo traffic. Since container ships and port terminals involve a huge capital investment and significant daily operating costs, it is of crucial importance to efficiently utilize the internal resources of container terminals and transportation systems. Today there is an ongoing trend to use automated container handling and transportation technology, in particular, in countries with high labour costs. This in turn requires highly sophisticated control strategies in order to meet the desired performance measures. The primary objective of this book is to reflect these recent developments and to present new insights and successful solutions to operational problems of automated container terminals and transportation systems. It comprises reports on the state of the art, applications of quantitative methods, as well as case studies and simulation results. Its contributions are written by leading experts from academia and business. The book addresses practitioners as well as academic researchers in logistics, transportation, and management.


Author : Sir Norman Lockyer
ISBN : UIUC:30112083916038
Genre : Electronic journals
File Size : 31. 62 MB
Format : PDF, Docs
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Execution Techniques True Trading Costs And The Microstructure Of Markets

Author : Keith P. Ambachtsheer
ISBN : STANFORD:36105061178526
Genre : Business & Economics
File Size : 63. 70 MB
Format : PDF, Docs
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Explaining The Migration Of Stocks From Exchanges In Emerging Economies To International Centers

Author : Stijn Claessens
ISBN : UCSD:31822031182272
Genre : Capital movements
File Size : 33. 49 MB
Format : PDF
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