Automated Trading with R

Quantitative Research and Platform Development

Nonfiction, Computers, Programming, Programming Languages, General Computing
Cover of the book Automated Trading with R by Chris Conlan, Apress
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Chris Conlan ISBN: 9781484221785
Publisher: Apress Publication: September 28, 2016
Imprint: Apress Language: English
Author: Chris Conlan
ISBN: 9781484221785
Publisher: Apress
Publication: September 28, 2016
Imprint: Apress
Language: English

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

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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:

What You Will Learn

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

More books from Apress

Cover of the book Write Your Way To Success by Chris Conlan
Cover of the book The UBTECH Jimu Robots Builder’s Guide by Chris Conlan
Cover of the book The Game Maker's Apprentice by Chris Conlan
Cover of the book Practical Webix by Chris Conlan
Cover of the book Building Great Software Engineering Teams by Chris Conlan
Cover of the book Math Mutation Classics by Chris Conlan
Cover of the book Beginning KeystoneJS by Chris Conlan
Cover of the book Pro Entity Framework Core 2 for ASP.NET Core MVC by Chris Conlan
Cover of the book Beginning Ethical Hacking with Python by Chris Conlan
Cover of the book MATLAB Matrix Algebra by Chris Conlan
Cover of the book Leading When You're Not the Boss by Chris Conlan
Cover of the book Compensating Your Employees Fairly by Chris Conlan
Cover of the book Beginning ASP.NET 4.5 in C# by Chris Conlan
Cover of the book Oracle Certified Professional Java SE 7 Programmer Exams 1Z0-804 and 1Z0-805 by Chris Conlan
Cover of the book Project Management Basics by Chris Conlan
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy