Description
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. Harry Georgakopoulos is a Professor of Quantitative Finance at Loyola University and Quantitative Trader at XR Trading, LLC. He has been working as a quantitative trader in Chicago, IL in the high frequency space since 2007. Prior to that, he was employed at Motorola and Andrew Corp. as an Electrical Engineer, where he designed and tested microwave transceivers for 3G mobile technologies, as well as at Milliman where he served as a Quantitative Financial Consultant. His main area of expertise is in the research and development of high-frequency, automated trading systems for futures and equities. He received his PhD in Financial Mathematics from The University of Chicago. 1 An Overview 2 Tools of the Trade 3 Working with Data 4 Basic Statistics and Probability 5 Intermediate Statistics and Probability 6 Spreads, Betas and Risk 7 Backtesting with Quantstrat 8 High-Frequency Data 9 Options 10 Optimization
