Librería Portfolio

Features
Presents practical and mature applications of R in the quantitative investment area
Gives examples of how to use R and related tools to implement quantitative investment service framework
Illustrates portfolio optimization and risk mangement with R in detail
Combines R and related domain specific tools to build a powerful toolkit for users
Brings geek thinking to quatitative investment and statistics area while sharing the cases of starting and running the startup as well as technical cases
Summary
After the fundamental volume and the advanced technique volume, this volume focuses on R applications in the quantitative investment area. Quantitative investment has been hot for some years, and there are more and more startups working on it, combined with many other internet communities and business models. R is widely used in this area, and can be a very powerful tool. The author introduces R applications with cases from his own startup, covering topics like portfolio optimization and risk management.



Table of Contents
Part 1: Financial Market and Financial Theory. 1. Financial Market Overview. 2. Financial Theory. Part 2: Data Processing and High Performance Computing of R. 3. Data Processing of R. 4. High Performance Computing of R. Part 3: Financial Strategy Practice. 5. Bonds and Repurchase. 6. Quantitative Investment Strategy Cases. Appendix: Docker Environment Installation.