0

Explore Products

Best Sellers

New Releases

Books

Videos

Audiobooks

Free Learning

Learning Quantitative Finance with R

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

Product type Paperback

Published in Mar 2017

Publisher Packt

ISBN-13 9781786462411

Length 284 pages

Edition 1st Edition

Languages

R

Concepts

Financial Technology

Authors (2):

PRASHANT VATS

Dr. Param Jeet

View More author details

Table of Contents (10) Chapters

Preface

1. Introduction to R

2. Statistical Modeling FREE CHAPTER

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

Momentum or directional trading

Momentum trading is trading when the instrument is trending up or down or, in other words, continuation in the trend as like historical winners are expected to be winners and historical losers are expected to lose. You bet on the direction of the instrument and you aim for buying at a low price and selling at a high price. I will not cover the pros and cons and what the different types of momentum trading strategies are. It is left to the trader to devise any idea. I will cover how to implement momentum trading rules and backtest using historical data in R. Stock return depends on various factors, and later in this chapter, I will show you how to use the multifactor model which explains stock return.

Let me start with simple technical indicators.

Technical indicators are implemented in the quantmod package so I will be using quantmod for this:

> library('quantmod') 
>getSymbols("^DJI",src="yahoo") 
[1] "DJI" 
&gt...

The rest of the chapter is locked

Register for a free Packt account to unlock a world of extra content!

A free Packt account unlocks extra newsletters, articles, discounted offers, and much more. Start advancing your knowledge today.

Unlock this book and the full library FREE for 7 days

Get unlimited access to 7000+ expert-authored eBooks and videos courses covering every tech area you can think of

Start free trial

Renews at €18.99/month. Cancel anytime

Authors (2)

Jeet

Jeet

Dr. Param Jeet is a Ph.D. in mathematics from one of India's leading technological institute in Madras (IITM), India. Dr. Param Jeet has a couple of mathematical research papers published in various international journals. Dr. Param Jeet has been into the analytics industry for the last few years and has worked with various leading multinational companies as well as consulted few of companies as a data scientist.

See other products by Jeet

PRASHANT VATS

PRASHANT VATS

Prashant Vats is a masters in mathematics from one of India's leading technological institute, IIT Mumbai. Prashant has been into analytics industry for more than 10 years and has worked with various leading multinational companies as well as consulted few of companies as data scientist across several domain.

See other products by PRASHANT VATS

Other recommended products

Related to this chapter

Python for Finance

Python for Finance

Python is a free and powerful tool used for quantitative finance and is a popular choice amongst many financial analysts. This book will teach you the basics of quantitative finance, and how they can be implemented by making use of the various Python libraries and modules.This book introduces you to the basic concepts and operations related to Python and teaches you how to work with the various Python libraries like NumPy, Scipy, Matplotlib, and Pandas for quantitative analysis. You will work with time-series data, and implement concepts like stochastics for Monte-Carlo simulation, hedging, derivatives, portfolio optimization and more.This book is a hands-on guide with easy-to-follow examples to help you learn about option theory, quantitative finance, financial modeling, and time series using Python.

Jun 2017 19h 32m

Python for Finance

Python for Finance

Python is a free and powerful tool used for quantitative finance and is a popular choice amongst many financial analysts. This book will teach you the basics of quantitative finance, and how they can be implemented by making use of the various Python libraries and modules.This book introduces you to the basic concepts and operations related to Python and teaches you how to work with the various Python libraries like NumPy, Scipy, Matplotlib, and Pandas for quantitative analysis. You will work with time-series data, and implement concepts like stochastics for Monte-Carlo simulation, hedging, derivatives, portfolio optimization and more.This book is a hands-on guide with easy-to-follow examples to help you learn about option theory, quantitative finance, financial modeling, and time series using Python.

Jun 2017 19h 32m

Python for Finance

Python for Finance

Python is a free and powerful tool used for quantitative finance and is a popular choice amongst many financial analysts. This book will teach you the basics of quantitative finance, and how they can be implemented by making use of the various Python libraries and modules.This book introduces you to the basic concepts and operations related to Python and teaches you how to work with the various Python libraries like NumPy, Scipy, Matplotlib, and Pandas for quantitative analysis. You will work with time-series data, and implement concepts like stochastics for Monte-Carlo simulation, hedging, derivatives, portfolio optimization and more.This book is a hands-on guide with easy-to-follow examples to help you learn about option theory, quantitative finance, financial modeling, and time series using Python.

Jun 2017 19h 32m

Python for Finance

Python for Finance

Python is a free and powerful tool used for quantitative finance and is a popular choice amongst many financial analysts. This book will teach you the basics of quantitative finance, and how they can be implemented by making use of the various Python libraries and modules.This book introduces you to the basic concepts and operations related to Python and teaches you how to work with the various Python libraries like NumPy, Scipy, Matplotlib, and Pandas for quantitative analysis. You will work with time-series data, and implement concepts like stochastics for Monte-Carlo simulation, hedging, derivatives, portfolio optimization and more.This book is a hands-on guide with easy-to-follow examples to help you learn about option theory, quantitative finance, financial modeling, and time series using Python.

Jun 2017 19h 32m

Python for Finance

Python for Finance

Python is a free and powerful tool used for quantitative finance and is a popular choice amongst many financial analysts. This book will teach you the basics of quantitative finance, and how they can be implemented by making use of the various Python libraries and modules.This book introduces you to the basic concepts and operations related to Python and teaches you how to work with the various Python libraries like NumPy, Scipy, Matplotlib, and Pandas for quantitative analysis. You will work with time-series data, and implement concepts like stochastics for Monte-Carlo simulation, hedging, derivatives, portfolio optimization and more.This book is a hands-on guide with easy-to-follow examples to help you learn about option theory, quantitative finance, financial modeling, and time series using Python.

Jun 2017 19h 32m

Python for Finance

Python for Finance

Python is a free and powerful tool used for quantitative finance and is a popular choice amongst many financial analysts. This book will teach you the basics of quantitative finance, and how they can be implemented by making use of the various Python libraries and modules.This book introduces you to the basic concepts and operations related to Python and teaches you how to work with the various Python libraries like NumPy, Scipy, Matplotlib, and Pandas for quantitative analysis. You will work with time-series data, and implement concepts like stochastics for Monte-Carlo simulation, hedging, derivatives, portfolio optimization and more.This book is a hands-on guide with easy-to-follow examples to help you learn about option theory, quantitative finance, financial modeling, and time series using Python.

Jun 2017 19h 32m

Python for Finance

Python for Finance

Python is a free and powerful tool used for quantitative finance and is a popular choice amongst many financial analysts. This book will teach you the basics of quantitative finance, and how they can be implemented by making use of the various Python libraries and modules.This book introduces you to the basic concepts and operations related to Python and teaches you how to work with the various Python libraries like NumPy, Scipy, Matplotlib, and Pandas for quantitative analysis. You will work with time-series data, and implement concepts like stochastics for Monte-Carlo simulation, hedging, derivatives, portfolio optimization and more.This book is a hands-on guide with easy-to-follow examples to help you learn about option theory, quantitative finance, financial modeling, and time series using Python.

Jun 2017 19h 32m

Python for Finance

Python for Finance

Python is a free and powerful tool used for quantitative finance and is a popular choice amongst many financial analysts. This book will teach you the basics of quantitative finance, and how they can be implemented by making use of the various Python libraries and modules.This book introduces you to the basic concepts and operations related to Python and teaches you how to work with the various Python libraries like NumPy, Scipy, Matplotlib, and Pandas for quantitative analysis. You will work with time-series data, and implement concepts like stochastics for Monte-Carlo simulation, hedging, derivatives, portfolio optimization and more.This book is a hands-on guide with easy-to-follow examples to help you learn about option theory, quantitative finance, financial modeling, and time series using Python.

Jun 2017 19h 32m

Python for Finance

Python for Finance

Python is a free and powerful tool used for quantitative finance and is a popular choice amongst many financial analysts. This book will teach you the basics of quantitative finance, and how they can be implemented by making use of the various Python libraries and modules.This book introduces you to the basic concepts and operations related to Python and teaches you how to work with the various Python libraries like NumPy, Scipy, Matplotlib, and Pandas for quantitative analysis. You will work with time-series data, and implement concepts like stochastics for Monte-Carlo simulation, hedging, derivatives, portfolio optimization and more.This book is a hands-on guide with easy-to-follow examples to help you learn about option theory, quantitative finance, financial modeling, and time series using Python.

Jun 2017 19h 32m

Python for Finance

Python for Finance

Python is a free and powerful tool used for quantitative finance and is a popular choice amongst many financial analysts. This book will teach you the basics of quantitative finance, and how they can be implemented by making use of the various Python libraries and modules.This book introduces you to the basic concepts and operations related to Python and teaches you how to work with the various Python libraries like NumPy, Scipy, Matplotlib, and Pandas for quantitative analysis. You will work with time-series data, and implement concepts like stochastics for Monte-Carlo simulation, hedging, derivatives, portfolio optimization and more.This book is a hands-on guide with easy-to-follow examples to help you learn about option theory, quantitative finance, financial modeling, and time series using Python.

Jun 2017 19h 32m

Python for Finance

Python for Finance

Python is a free and powerful tool used for quantitative finance and is a popular choice amongst many financial analysts. This book will teach you the basics of quantitative finance, and how they can be implemented by making use of the various Python libraries and modules.This book introduces you to the basic concepts and operations related to Python and teaches you how to work with the various Python libraries like NumPy, Scipy, Matplotlib, and Pandas for quantitative analysis. You will work with time-series data, and implement concepts like stochastics for Monte-Carlo simulation, hedging, derivatives, portfolio optimization and more.This book is a hands-on guide with easy-to-follow examples to help you learn about option theory, quantitative finance, financial modeling, and time series using Python.

Jun 2017 19h 32m

Python for Finance

Python for Finance

Python is a free and powerful tool used for quantitative finance and is a popular choice amongst many financial analysts. This book will teach you the basics of quantitative finance, and how they can be implemented by making use of the various Python libraries and modules.This book introduces you to the basic concepts and operations related to Python and teaches you how to work with the various Python libraries like NumPy, Scipy, Matplotlib, and Pandas for quantitative analysis. You will work with time-series data, and implement concepts like stochastics for Monte-Carlo simulation, hedging, derivatives, portfolio optimization and more.This book is a hands-on guide with easy-to-follow examples to help you learn about option theory, quantitative finance, financial modeling, and time series using Python.

Jun 2017 19h 32m

Personalised recommendations for you

Based on your interests and search pattern

Modern Computer Vision with PyTorch

Modern Computer Vision with PyTorch

This book provides a hands-on approach to solving over 30 prominent real-world computer vision problems using PyTorch 2.x on actual datasets. Here you'll learn to build a neural network from scratch and optimize hyperparameters, perform image classification, multi-object detection, segmentation, and more. You'll also explore facial expression manipulation and combining CV with NLP and RL techniques, build generative AI applications, and take your model to production on AWS. By the end of this book, you'll master modern NN architectures and confidently solve real-world CV problems.

Jun 2024 24h 52m

Modern Computer Vision with PyTorch

Modern Computer Vision with PyTorch

This book provides a hands-on approach to solving over 30 prominent real-world computer vision problems using PyTorch 2.x on actual datasets. Here you'll learn to build a neural network from scratch and optimize hyperparameters, perform image classification, multi-object detection, segmentation, and more. You'll also explore facial expression manipulation and combining CV with NLP and RL techniques, build generative AI applications, and take your model to production on AWS. By the end of this book, you'll master modern NN architectures and confidently solve real-world CV problems.

Jun 2024 24h 52m

Modern Computer Vision with PyTorch

Modern Computer Vision with PyTorch

This book provides a hands-on approach to solving over 30 prominent real-world computer vision problems using PyTorch 2.x on actual datasets. Here you'll learn to build a neural network from scratch and optimize hyperparameters, perform image classification, multi-object detection, segmentation, and more. You'll also explore facial expression manipulation and combining CV with NLP and RL techniques, build generative AI applications, and take your model to production on AWS. By the end of this book, you'll master modern NN architectures and confidently solve real-world CV problems.

Jun 2024 24h 52m

Modern Computer Vision with PyTorch

Modern Computer Vision with PyTorch

This book provides a hands-on approach to solving over 30 prominent real-world computer vision problems using PyTorch 2.x on actual datasets. Here you'll learn to build a neural network from scratch and optimize hyperparameters, perform image classification, multi-object detection, segmentation, and more. You'll also explore facial expression manipulation and combining CV with NLP and RL techniques, build generative AI applications, and take your model to production on AWS. By the end of this book, you'll master modern NN architectures and confidently solve real-world CV problems.

Jun 2024 24h 52m

Modern Computer Vision with PyTorch

Modern Computer Vision with PyTorch

This book provides a hands-on approach to solving over 30 prominent real-world computer vision problems using PyTorch 2.x on actual datasets. Here you'll learn to build a neural network from scratch and optimize hyperparameters, perform image classification, multi-object detection, segmentation, and more. You'll also explore facial expression manipulation and combining CV with NLP and RL techniques, build generative AI applications, and take your model to production on AWS. By the end of this book, you'll master modern NN architectures and confidently solve real-world CV problems.

Jun 2024 24h 52m

Modern Computer Vision with PyTorch

Modern Computer Vision with PyTorch

This book provides a hands-on approach to solving over 30 prominent real-world computer vision problems using PyTorch 2.x on actual datasets. Here you'll learn to build a neural network from scratch and optimize hyperparameters, perform image classification, multi-object detection, segmentation, and more. You'll also explore facial expression manipulation and combining CV with NLP and RL techniques, build generative AI applications, and take your model to production on AWS. By the end of this book, you'll master modern NN architectures and confidently solve real-world CV problems.

Jun 2024 24h 52m

Modern Computer Vision with PyTorch

Modern Computer Vision with PyTorch

This book provides a hands-on approach to solving over 30 prominent real-world computer vision problems using PyTorch 2.x on actual datasets. Here you'll learn to build a neural network from scratch and optimize hyperparameters, perform image classification, multi-object detection, segmentation, and more. You'll also explore facial expression manipulation and combining CV with NLP and RL techniques, build generative AI applications, and take your model to production on AWS. By the end of this book, you'll master modern NN architectures and confidently solve real-world CV problems.

Jun 2024 24h 52m

Modern Computer Vision with PyTorch

Modern Computer Vision with PyTorch

This book provides a hands-on approach to solving over 30 prominent real-world computer vision problems using PyTorch 2.x on actual datasets. Here you'll learn to build a neural network from scratch and optimize hyperparameters, perform image classification, multi-object detection, segmentation, and more. You'll also explore facial expression manipulation and combining CV with NLP and RL techniques, build generative AI applications, and take your model to production on AWS. By the end of this book, you'll master modern NN architectures and confidently solve real-world CV problems.

Jun 2024 24h 52m

Modern Computer Vision with PyTorch

Modern Computer Vision with PyTorch

This book provides a hands-on approach to solving over 30 prominent real-world computer vision problems using PyTorch 2.x on actual datasets. Here you'll learn to build a neural network from scratch and optimize hyperparameters, perform image classification, multi-object detection, segmentation, and more. You'll also explore facial expression manipulation and combining CV with NLP and RL techniques, build generative AI applications, and take your model to production on AWS. By the end of this book, you'll master modern NN architectures and confidently solve real-world CV problems.

Jun 2024 24h 52m

Modern Computer Vision with PyTorch

Modern Computer Vision with PyTorch

This book provides a hands-on approach to solving over 30 prominent real-world computer vision problems using PyTorch 2.x on actual datasets. Here you'll learn to build a neural network from scratch and optimize hyperparameters, perform image classification, multi-object detection, segmentation, and more. You'll also explore facial expression manipulation and combining CV with NLP and RL techniques, build generative AI applications, and take your model to production on AWS. By the end of this book, you'll master modern NN architectures and confidently solve real-world CV problems.

Jun 2024 24h 52m

Modern Computer Vision with PyTorch

Modern Computer Vision with PyTorch

This book provides a hands-on approach to solving over 30 prominent real-world computer vision problems using PyTorch 2.x on actual datasets. Here you'll learn to build a neural network from scratch and optimize hyperparameters, perform image classification, multi-object detection, segmentation, and more. You'll also explore facial expression manipulation and combining CV with NLP and RL techniques, build generative AI applications, and take your model to production on AWS. By the end of this book, you'll master modern NN architectures and confidently solve real-world CV problems.

Jun 2024 24h 52m

Modern Computer Vision with PyTorch

Modern Computer Vision with PyTorch

This book provides a hands-on approach to solving over 30 prominent real-world computer vision problems using PyTorch 2.x on actual datasets. Here you'll learn to build a neural network from scratch and optimize hyperparameters, perform image classification, multi-object detection, segmentation, and more. You'll also explore facial expression manipulation and combining CV with NLP and RL techniques, build generative AI applications, and take your model to production on AWS. By the end of this book, you'll master modern NN architectures and confidently solve real-world CV problems.

Jun 2024 24h 52m