Automated Trading with R
Automated Trading with R
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, varyin
PRP: 530.24 Lei
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477.22Lei
530.24 LeiIndisponibil
Descrierea produsului
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, varyin
Detaliile produsului