Automated Trading with R : Quantitative Research and Platform Development

Automated Trading with R Quantitative Research and Platform Development

All the tools you need are provided in this book 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...

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Bibliographic Details
Main Author: Conlan, Chris. author (author)
Format: eBook
Language:Inglés
Published: Berkeley, CA : Apress 2016.
Edition:1st ed. 2016.
Subjects:
Programming languages (Electronic computers).
Computer programming.
R (Computer program language).
Programming Languages, Compilers, Interpreters.
Programming Techniques.
See on Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009629863906719
Table of Contents:
  • Part 1: Problem Scope
  • Chapter 1: Fundamentals of Automated Trading
  • Chapter 2: Networking Part I: Fetching Data
  • Part 2: Building the Platform
  • Chapter 3: Data Preparation
  • Chapter 4: Indicators
  • Chapter 5: Rule Sets
  • Chapter 6: High-Performance Computing
  • Chapter 7: Simulation and Backtesting
  • Chapter 8: Optimization
  • Chapter 9: Networking Part II
  • Chapter 10: Organizing and Automating Scripts
  • Part 3: Production Trading
  • Chapter 11: Looking Forward
  • Chapter 12: Appendix A: Source Code
  • Chapter 13: Appendix B: Scoping in Multicore R
  • .

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