Automated Trading with R: Quantitative Research and Platform Development 1st ed. Edition by Chris Conlan
Requirements: PDF Reader, 6.70 Mb
Overview: Programming an automated strategy in R gives the trader access to R and its package library for optimizing strategies, generating real-time trading decisions, and minimizing computation time.
How to best simulate strategy performance in their specific use case to derive accurate performance estimates.
Important machine-learning criteria for statistical validity in the context of time-series.
An understanding of critical real-world variables pertaining to portfolio management and performance assessment, including latency, drawdowns, varying trade size, portfolio growth, and penalization of unused capital.
Genre: Non Fiction > Computers & Technology > Programming
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