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Learning Quantitative Finance with R

You're reading from   Learning Quantitative Finance with R Implement machine learning, time-series analysis, algorithmic trading and more

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Product type Paperback
Published in Mar 2017
Publisher Packt
ISBN-13 9781786462411
Length 284 pages
Edition 1st Edition
Languages
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Authors (2):
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PRASHANT VATS PRASHANT VATS
Author Profile Icon PRASHANT VATS
PRASHANT VATS
Dr. Param Jeet Dr. Param Jeet
Author Profile Icon Dr. Param Jeet
Dr. Param Jeet
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Toc

Table of Contents (10) Chapters Close

Preface 1. Introduction to R FREE CHAPTER 2. Statistical Modeling 3. Econometric and Wavelet Analysis 4. Time Series Modeling 5. Algorithmic Trading 6. Trading Using Machine Learning 7. Risk Management 8. Optimization 9. Derivative Pricing

Conventions

In this book, you will find a number of styles of text that distinguish between different kinds of information. Here are some examples of these styles, and an explanation of their meaning.

Code words in text, database table names, folder names, filenames, file extensions, pathnames, dummy URLs, user input, and Twitter handles are shown as follows: The quantmod package is used quite a few times."

A block of code is set as follows:

>getSymbols("^DJI",src="yahoo")
>dji<- DJI[,"DJI.Close"]

When we wish to draw your attention to a particular part of a code block, the relevant lines or items are set in bold:

corr<- rollapply(data,252,correlation ,by.column=FALSE)

For any R command we have used >, which means this command has been written on the command prompt, as  >, implies command prompt.

New terms and important words are shown in bold. Words that you see on the screen, in menus or dialog boxes for example, appear in the text like this: "Clicking the Next button moves you to the next screen."

Note

Warnings or important notes appear in a box like this.

Tip

Tips and tricks appear like this.

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