• Computers

Mastering Python for Finance


Author: James Ma Weiming
Publisher: Packt Publishing Ltd
ISBN: 1784397873
Category: Computers
Page: 340
View: 4012
If you are an undergraduate or graduate student, a beginner to algorithmic development and research, or a software developer in the financial industry who is interested in using Python for quantitative methods in finance, this is the book for you. It would be helpful to have a bit of familiarity with basic Python usage, but no prior experience is required.

    • Computers

Mastering Python for Finance


Author: James Ma,James Ma Weiming
Publisher: N.A
ISBN: 9781784394516
Category: Computers
Page: 340
View: 7459
If you are an undergraduate or graduate student, a beginner to algorithmic development and research, or a software developer in the financial industry who is interested in using Python for quantitative methods in finance, this is the book for you. It would be helpful to have a bit of familiarity with basic Python usage, but no prior experience is required.

    • Computers

Python for Finance

Analyze Big Financial Data
Author: Yves Hilpisch
Publisher: "O'Reilly Media, Inc."
ISBN: 1491945389
Category: Computers
Page: 606
View: 2665
The financial industry has adopted Python at a tremendous rate recently, with some of the largest investment banks and hedge funds using it to build core trading and risk management systems. This hands-on guide helps both developers and quantitative analysts get started with Python, and guides you through the most important aspects of using Python for quantitative finance. Using practical examples through the book, author Yves Hilpisch also shows you how to develop a full-fledged framework for Monte Carlo simulation-based derivatives and risk analytics, based on a large, realistic case study. Much of the book uses interactive IPython Notebooks, with topics that include: Fundamentals: Python data structures, NumPy array handling, time series analysis with pandas, visualization with matplotlib, high performance I/O operations with PyTables, date/time information handling, and selected best practices Financial topics: mathematical techniques with NumPy, SciPy and SymPy such as regression and optimization; stochastics for Monte Carlo simulation, Value-at-Risk, and Credit-Value-at-Risk calculations; statistics for normality tests, mean-variance portfolio optimization, principal component analysis (PCA), and Bayesian regression Special topics: performance Python for financial algorithms, such as vectorization and parallelization, integrating Python with Excel, and building financial applications based on Web technologies

    • Computers

Mastering Pandas for Finance


Author: Michael Heydt
Publisher: N.A
ISBN: 9781783985104
Category: Computers
Page: 298
View: 3986
If you are interested in quantitative finance, financial modeling, and trading, or simply want to learn how Python and pandas can be applied to finance, then this book is ideal for you. Some knowledge of Python and pandas is assumed. Interest in financial concepts is helpful, but no prior knowledge is expected.

    • Computers

Python for Finance


Author: Yuxing Yan
Publisher: Packt Publishing Ltd
ISBN: 1783284382
Category: Computers
Page: 408
View: 9934
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. Python for Finance is perfect for graduate students, practitioners, and application developers who wish to learn how to utilize Python to handle their financial needs. Basic knowledge of Python will be helpful but knowledge of programming is necessary.

    • Business & Economics

Financial Modelling in Python


Author: Shayne Fletcher,Christopher Gardner
Publisher: John Wiley & Sons
ISBN: 0470747897
Category: Business & Economics
Page: 244
View: 2881
"Fletcher and Gardner have created a comprehensive resource that will be of interest not only to those working in the field of finance, but also to those using numerical methods in other fields such as engineering, physics, and actuarial mathematics. By showing how to combine the high-level elegance, accessibility, and flexibility of Python, with the low-level computational efficiency of C++, in the context of interesting financial modeling problems, they have provided an implementation template which will be useful to others seeking to jointly optimize the use of computational and human resources. They document all the necessary technical details required in order to make external numerical libraries available from within Python, and they contribute a useful library of their own, which will significantly reduce the start-up costs involved in building financial models. This book is a must read for all those with a need to apply numerical methods in the valuation of financial claims." –David Louton, Professor of Finance, Bryant University This book is directed at both industry practitioners and students interested in designing a pricing and risk management framework for financial derivatives using the Python programming language. It is a practical book complete with working, tested code that guides the reader through the process of building a flexible, extensible pricing framework in Python. The pricing frameworks' loosely coupled fundamental components have been designed to facilitate the quick development of new models. Concrete applications to real-world pricing problems are also provided. Topics are introduced gradually, each building on the last. They include basic mathematical algorithms, common algorithms from numerical analysis, trade, market and event data model representations, lattice and simulation based pricing, and model development. The mathematics presented is kept simple and to the point. The book also provides a host of information on practical technical topics such as C++/Python hybrid development (embedding and extending) and techniques for integrating Python based programs with Microsoft Excel.

    • Business & Economics

Derivatives Analytics with Python - Data Analytics, Models, Simulation, Calibration and Hedging + WS


Author: Yves Hilpisch
Publisher: John Wiley & Sons
ISBN: 1119037999
Category: Business & Economics
Page: 352
View: 6388
Derivatives Analytics with Python: Data Analysis, Models, Simulation, Calibration and Hedging provides the necessary background information, theoretical foundations and numerical tools to implement a market-based valuation of stock index options. Topics are, amongst others, stylized facts of equity and options markets, risk-neutral valuation, Fourier transform methods, Monte Carlo simulation, model calibration, valuation and dynamic hedging. The financial models introduced in this book exhibit features like stochastic volatility, jump components and stochastic short rates. The approach is a practical one in that all important aspects are illustrated by a set of self-contained Python scripts. Benefits of Reading the Book: Data Analysis: Learn how to use Python for data and financial analysis. Reproduce major stylized facts of equity and options markets by yourself. Models: Learn risk-neutral pricing techniques from ground up, apply Fourier transform techniques to European options and advanced Monte Carlo pricing to American options. Simulation: Monte Carlo simulation is the most powerful and flexible numerical method for derivatives analytics. Simulate models with jumps, stochastic volatility and stochastic short rates. Calibration: Use global and local optimization techniques (incl. penalties) to calibrate advanced option pricing models to market quotes for options with different strikes and maturities. Hedging: Learn how to use advanced option pricing models in combination with advanced numerical methods to dynamically hedge American options. Python: All results, graphics, etc. presented are in general reproducible with the Python scripts accompanying the book. Benefit from more than 5,500 lines of code.

    • Computers

Mastering Python for Data Science


Author: Samir Madhavan
Publisher: Packt Publishing Ltd
ISBN: 1784392626
Category: Computers
Page: 294
View: 4870
Explore the world of data science through Python and learn how to make sense of data About This Book Master data science methods using Python and its libraries Create data visualizations and mine for patterns Advanced techniques for the four fundamentals of Data Science with Python - data mining, data analysis, data visualization, and machine learning Who This Book Is For If you are a Python developer who wants to master the world of data science then this book is for you. Some knowledge of data science is assumed. What You Will Learn Manage data and perform linear algebra in Python Derive inferences from the analysis by performing inferential statistics Solve data science problems in Python Create high-end visualizations using Python Evaluate and apply the linear regression technique to estimate the relationships among variables. Build recommendation engines with the various collaborative filtering algorithms Apply the ensemble methods to improve your predictions Work with big data technologies to handle data at scale In Detail Data science is a relatively new knowledge domain which is used by various organizations to make data driven decisions. Data scientists have to wear various hats to work with data and to derive value from it. The Python programming language, beyond having conquered the scientific community in the last decade, is now an indispensable tool for the data science practitioner and a must-know tool for every aspiring data scientist. Using Python will offer you a fast, reliable, cross-platform, and mature environment for data analysis, machine learning, and algorithmic problem solving. This comprehensive guide helps you move beyond the hype and transcend the theory by providing you with a hands-on, advanced study of data science. Beginning with the essentials of Python in data science, you will learn to manage data and perform linear algebra in Python. You will move on to deriving inferences from the analysis by performing inferential statistics, and mining data to reveal hidden patterns and trends. You will use the matplot library to create high-end visualizations in Python and uncover the fundamentals of machine learning. Next, you will apply the linear regression technique and also learn to apply the logistic regression technique to your applications, before creating recommendation engines with various collaborative filtering algorithms and improving your predictions by applying the ensemble methods. Finally, you will perform K-means clustering, along with an analysis of unstructured data with different text mining techniques and leveraging the power of Python in big data analytics. Style and approach This book is an easy-to-follow, comprehensive guide on data science using Python. The topics covered in the book can all be used in real world scenarios.

    • Computers

Mastering R for Quantitative Finance


Author: Edina Berlinger,Ferenc Illés,Milán Badics,Ádám Banai,Gergely Daróczi,Barbara Dömötör,Gergely Gabler,Dániel Havran,Péter Juhász,István Margitai,Balázs Márkus,Péter Medvegyev,Julia Molnár,Balázs Árpád Szűcs,Ágnes Tuza,Tamás Vadász,Kata Váradi,Ágnes Vidovics-Dancs
Publisher: Packt Publishing Ltd
ISBN: 1783552085
Category: Computers
Page: 362
View: 8652
This book is intended for those who want to learn how to use R's capabilities to build models in quantitative finance at a more advanced level. If you wish to perfectly take up the rhythm of the chapters, you need to be at an intermediate level in quantitative finance and you also need to have a reasonable knowledge of R.

    • Computers

Personal Finance with Python

Using pandas, Requests, and Recurrent
Author: Max Humber
Publisher: Apress
ISBN: 1484238028
Category: Computers
Page: 117
View: 3099
Deal with data, build up financial formulas in code from scratch, and evaluate and think about money in your day-to-day life. This book is about Python and personal finance and how you can effectively mix the two together. In Personal Finance with Python you will learn Python and finance at the same time by creating a profit calculator, a currency converter, an amortization schedule, a budget, a portfolio rebalancer, and a purchase forecaster. Many of the examples use pandas, the main data manipulation tool in Python. Each chapter is hands-on, self-contained, and motivated by fun and interesting examples. Although this book assumes a minimal familiarity with programming and the Python language, if you don't have any, don't worry. Everything is built up piece-by-piece and the first chapters are conducted at a relaxed pace. You'll need Python 3.6 (or above) and all of the setup details are included. What You'll Learn Work with data in pandas Calculate Net Present Value and Internal Rate Return Query a third-party API with Requests Manage secrets Build efficient loops Parse English sentences with Recurrent Work with the YAML file format Fetch stock quotes and use Prophet to forecast the future Who This Book Is For Anyone interested in Python, personal finance, and/or both! This book is geared towards those who want to manage their money more effectively and to those who just want to learn or improve their Python.

    • Computers

Python for Data Analysis

Data Wrangling with Pandas, NumPy, and IPython
Author: Wes McKinney
Publisher: "O'Reilly Media, Inc."
ISBN: 1491957611
Category: Computers
Page: 550
View: 8867
Get complete instructions for manipulating, processing, cleaning, and crunching datasets in Python. Updated for Python 3.6, the second edition of this hands-on guide is packed with practical case studies that show you how to solve a broad set of data analysis problems effectively. You’ll learn the latest versions of pandas, NumPy, IPython, and Jupyter in the process. Written by Wes McKinney, the creator of the Python pandas project, this book is a practical, modern introduction to data science tools in Python. It’s ideal for analysts new to Python and for Python programmers new to data science and scientific computing. Data files and related material are available on GitHub. Use the IPython shell and Jupyter notebook for exploratory computing Learn basic and advanced features in NumPy (Numerical Python) Get started with data analysis tools in the pandas library Use flexible tools to load, clean, transform, merge, and reshape data Create informative visualizations with matplotlib Apply the pandas groupby facility to slice, dice, and summarize datasets Analyze and manipulate regular and irregular time series data Learn how to solve real-world data analysis problems with thorough, detailed examples

    • Computers

Mastering Python Data Visualization


Author: Kirthi Raman
Publisher: Packt Publishing Ltd
ISBN: 1783988339
Category: Computers
Page: 372
View: 2331
Generate effective results in a variety of visually appealing charts using the plotting packages in Python About This Book Explore various tools and their strengths while building meaningful representations that can make it easier to understand data Packed with computational methods and algorithms in diverse fields of science Written in an easy-to-follow categorical style, this book discusses some niche techniques that will make your code easier to work with and reuse Who This Book Is For If you are a Python developer who performs data visualization and wants to develop existing knowledge about Python to build analytical results and produce some amazing visual display, then this book is for you. A basic knowledge level and understanding of Python libraries is assumed. What You Will Learn Gather, cleanse, access, and map data to a visual framework Recognize which visualization method is applicable and learn best practices for data visualization Get acquainted with reader-driven narratives and author-driven narratives and the principles of perception Understand why Python is an effective tool to be used for numerical computation much like MATLAB, and explore some interesting data structures that come with it Explore with various visualization choices how Python can be very useful in computation in the field of finance and statistics Get to know why Python is the second choice after Java, and is used frequently in the field of machine learning Compare Python with other visualization approaches using Julia and a JavaScript-based framework such as D3.js Discover how Python can be used in conjunction with NoSQL such as Hive to produce results efficiently in a distributed environment In Detail Python has a handful of open source libraries for numerical computations involving optimization, linear algebra, integration, interpolation, and other special functions using array objects, machine learning, data mining, and plotting. Pandas have a productive environment for data analysis. These libraries have a specific purpose and play an important role in the research into diverse domains including economics, finance, biological sciences, social science, health care, and many more. The variety of tools and approaches available within Python community is stunning, and can bolster and enhance visual story experiences. This book offers practical guidance to help you on the journey to effective data visualization. Commencing with a chapter on the data framework, which explains the transformation of data into information and eventually knowledge, this book subsequently covers the complete visualization process using the most popular Python libraries with working examples. You will learn the usage of Numpy, Scipy, IPython, MatPlotLib, Pandas, Patsy, and Scikit-Learn with a focus on generating results that can be visualized in many different ways. Further chapters are aimed at not only showing advanced techniques such as interactive plotting; numerical, graphical linear, and non-linear regression; clustering and classification, but also in helping you understand the aesthetics and best practices of data visualization. The book concludes with interesting examples such as social networks, directed graph examples in real-life, data structures appropriate for these problems, and network analysis. By the end of this book, you will be able to effectively solve a broad set of data analysis problems. Style and approach The approach of this book is not step by step, but rather categorical. The categories are based on fields such as bioinformatics, statistical and machine learning, financial computation, and linear algebra. This approach is beneficial for the community in many different fields of work and also helps you learn how one approach can make sense across many fields

    • Computers

Introduction to R for Quantitative Finance


Author: Gergely Daróczi,Michael Puhle,Edina Berlinger,Péter Csóka,Daniel Havran,Márton Michaletzky,Zsolt Tulassay,Kata Váradi,Agnes Vidovics-Dancs
Publisher: Packt Publishing Ltd
ISBN: 1783280948
Category: Computers
Page: 164
View: 7289
This book is a tutorial guide for new users that aims to help you understand the basics of and become accomplished with the use of R for quantitative finance.If you are looking to use R to solve problems in quantitative finance, then this book is for you. A basic knowledge of financial theory is assumed, but familiarity with R is not required. With a focus on using R to solve a wide range of issues, this book provides useful content for both the R beginner and more experience users.

    • Computers

Mastering pandas


Author: Femi Anthony
Publisher: Packt Publishing Ltd
ISBN: 1783981970
Category: Computers
Page: 364
View: 7177
Python is a ground breaking language for its simplicity and succinctness, allowing the user to achieve a great deal with a few lines of code, especially compared to other programming languages. The pandas brings these features of Python into the data analysis realm, by providing expressiveness, simplicity, and powerful capabilities for the task of data analysis. By mastering pandas, users will be able to do complex data analysis in a short period of time, as well as illustrate their findings using the rich visualization capabilities of related tools such as IPython and matplotlib. This book is an in-depth guide to the use of pandas for data analysis, for either the seasoned data analysis practitioner or the novice user. It provides a basic introduction to the pandas framework, and takes users through the installation of the library and the IPython interactive environment. Thereafter, you will learn basic as well as advanced features, such as MultiIndexing, modifying data structures, and sampling data, which provide powerful capabilities for data analysis.

    • Computers

Mastering Python Scientific Computing


Author: Hemant Kumar Mehta
Publisher: Packt Publishing Ltd
ISBN: 1783288833
Category: Computers
Page: 300
View: 2893
A complete guide for Python programmers to master scientific computing using Python APIs and tools About This Book The basics of scientific computing to advanced concepts involving parallel and large scale computation are all covered. Most of the Python APIs and tools used in scientific computing are discussed in detail The concepts are discussed with suitable example programs Who This Book Is For If you are a Python programmer and want to get your hands on scientific computing, this book is for you. The book expects you to have had exposure to various concepts of Python programming. What You Will Learn Fundamentals and components of scientific computing Scientific computing data management Performing numerical computing using NumPy and SciPy Concepts and programming for symbolic computing using SymPy Using the plotting library matplotlib for data visualization Data analysis and visualization using Pandas, matplotlib, and IPython Performing parallel and high performance computing Real-life case studies and best practices of scientific computing In Detail In today's world, along with theoretical and experimental work, scientific computing has become an important part of scientific disciplines. Numerical calculations, simulations and computer modeling in this day and age form the vast majority of both experimental and theoretical papers. In the scientific method, replication and reproducibility are two important contributing factors. A complete and concrete scientific result should be reproducible and replicable. Python is suitable for scientific computing. A large community of users, plenty of help and documentation, a large collection of scientific libraries and environments, great performance, and good support makes Python a great choice for scientific computing. At present Python is among the top choices for developing scientific workflow and the book targets existing Python developers to master this domain using Python. The main things to learn in the book are the concept of scientific workflow, managing scientific workflow data and performing computation on this data using Python. The book discusses NumPy, SciPy, SymPy, matplotlib, Pandas and IPython with several example programs. Style and approach This book follows a hands-on approach to explain the complex concepts related to scientific computing. It details various APIs using appropriate examples.

    • Computers

Violent Python

A Cookbook for Hackers, Forensic Analysts, Penetration Testers and Security Engineers
Author: TJ O'Connor
Publisher: Newnes
ISBN: 1597499641
Category: Computers
Page: 288
View: 7249
Violent Python shows you how to move from a theoretical understanding of offensive computing concepts to a practical implementation. Instead of relying on another attacker’s tools, this book will teach you to forge your own weapons using the Python programming language. This book demonstrates how to write Python scripts to automate large-scale network attacks, extract metadata, and investigate forensic artifacts. It also shows how to write code to intercept and analyze network traffic using Python, craft and spoof wireless frames to attack wireless and Bluetooth devices, and how to data-mine popular social media websites and evade modern anti-virus. Demonstrates how to write Python scripts to automate large-scale network attacks, extract metadata, and investigate forensic artifacts Write code to intercept and analyze network traffic using Python. Craft and spoof wireless frames to attack wireless and Bluetooth devices Data-mine popular social media websites and evade modern anti-virus

    • Computers

Daniel Arbuckle's Mastering Python


Author: Daniel Arbuckle
Publisher: Packt Publishing Ltd
ISBN: 1787284409
Category: Computers
Page: 274
View: 9878
Gain a thorough understanding of operating in a Python development environment, and some of the most important advanced topics with Daniel Arbuckle. This dynamic, concise book is full of real-world solutions for Python 3.6 problems, and advanced-level concepts such as reactive programming, microservices, ctypes and Cython. About This Book Covers the latest and advanced concepts of Python such as parallel processing with Python 3.6 Explore the Python language from its basic installation and setup to concepts such as reactive programming and microservices Get introduced to the mechanism for rewriting code in a compiled language along with ctypes and Cython tools Who This Book Is For If you are a programmer and are familiar with the basics of Python, and you want to broaden your knowledge base to develop projects better and faster, this book is for you. Even if you are not familiar with Python, Daniel Arbuckle's Mastering Python starts with the basics and takes you on a journey to become an expert in the technology. What You Will Learn Get to grips with the basics of operating in a Python development environment Build Python packages to efficiently create reusable code Become proficient at creating tools and utility programs in Python Use the Git version control system to protect your development environment from unwanted changes Harness the power of Python to automate other software Distribute computational tasks across multiple processors Handle high I/O loads with asynchronous I/O to get a smoother performance Take advantage of Python's metaprogramming and programmable syntax features Get acquainted with the concepts behind reactive programming and RxPy In Detail Daniel Arbuckle's Mastering Python covers the basics of operating in a Python development environment, before moving on to more advanced topics. Daniel presents you with real-world solutions to Python 3.6 and advanced-level concepts, such as reactive programming, microservices, ctypes, and Cython tools. You don't need to be familiar with the Python language to use this book, as Daniel starts with a Python primer. Throughout, Daniel highlights the major aspects of managing your Python development environment, shows you how to handle parallel computation, and helps you to master asynchronous I/O with Python 3.6 to improve performance. Finally, Daniel will teach you the secrets of metaprogramming and unit testing in Python, helping you acquire the perfect skillset to be a Python expert. Daniel will get you up to speed on everything from basic programming practices to high-end tools and techniques, things that will help set you apart as a successful Python programmer. Style and Approach Daniel Arbuckle's Mastering Python covers basic to advanced-level concepts in computer science. If you are a beginner, then Daniel will help you get started. If you are experienced, he will expand your knowledge base.

    • Computers

Jupyter for Data Science

Exploratory analysis, statistical modeling, machine learning, and data visualization with Jupyter
Author: Dan Toomey
Publisher: Packt Publishing Ltd
ISBN: 1785883291
Category: Computers
Page: 242
View: 4375
Your one-stop guide to building an efficient data science pipeline using Jupyter About This Book Get the most out of your Jupyter notebook to complete the trickiest of tasks in Data Science Learn all the tasks in the data science pipeline—from data acquisition to visualization—and implement them using Jupyter Get ahead of the curve by mastering all the applications of Jupyter for data science with this unique and intuitive guide Who This Book Is For This book targets students and professionals who wish to master the use of Jupyter to perform a variety of data science tasks. Some programming experience with R or Python, and some basic understanding of Jupyter, is all you need to get started with this book. What You Will Learn Understand why Jupyter notebooks are a perfect fit for your data science tasks Perform scientific computing and data analysis tasks with Jupyter Interpret and explore different kinds of data visually with charts, histograms, and more Extend SQL's capabilities with Jupyter notebooks Combine the power of R and Python 3 with Jupyter to create dynamic notebooks Create interactive dashboards and dynamic presentations Master the best coding practices and deploy your Jupyter notebooks efficiently In Detail Jupyter Notebook is a web-based environment that enables interactive computing in notebook documents. It allows you to create documents that contain live code, equations, and visualizations. This book is a comprehensive guide to getting started with data science using the popular Jupyter notebook. If you are familiar with Jupyter notebook and want to learn how to use its capabilities to perform various data science tasks, this is the book for you! From data exploration to visualization, this book will take you through every step of the way in implementing an effective data science pipeline using Jupyter. You will also see how you can utilize Jupyter's features to share your documents and codes with your colleagues. The book also explains how Python 3, R, and Julia can be integrated with Jupyter for various data science tasks. By the end of this book, you will comfortably leverage the power of Jupyter to perform various tasks in data science successfully. Style and approach This book is a perfect blend of concepts and practical examples, written in a way that is very easy to understand and implement. It follows a logical flow where you will be able to build on your understanding of the different Jupyter features with every chapter.

    • Business & Economics

Mastering Financial Calculations

A step-by-step guide to the mathematics of financial market instruments
Author: Bob Steiner
Publisher: Pearson UK
ISBN: 0273750607
Category: Business & Economics
Page: 616
View: 2848
Success in today's sophisticated financial markets depends on a firm understanding of key financial concepts and mathematical techniques. Mastering Financial Calculations explains them in a clear, comprehensive way — so even if your mathematical background is limited, you'll thoroughly grasp what you need to know. Mastering Financial Calculations starts by introducing the fundamentals of financial market arithmetic, including the core concepts of discounting, net present value, effective yields, and cash flow analysis. Next, walk step-by-step through the essential calculations and financial techniques behind money markets and futures, zero-coupon analysis, interest rate and currency swaps, bonds, foreign exchange, options, and more. Making use of many worked examples and practical exercises, the book explains challenging concepts such as forward pricing, duration analysis, swap valuation, and option pricing - all with exceptional clarity. Whether you are a trader, fund manager, corporate treasurer, programmer, accountant, risk manager, or market student, you'll gain the ability to manipulate and apply these techniques with speed and confidence.

    • Computers

Learning Quantitative Finance with R


Author: Dr. Param Jeet,Prashant Vats
Publisher: Packt Publishing Ltd
ISBN: 1786465256
Category: Computers
Page: 284
View: 5522
Implement machine learning, time-series analysis, algorithmic trading and more About This Book Understand the basics of R and how they can be applied in various Quantitative Finance scenarios Learn various algorithmic trading techniques and ways to optimize them using the tools available in R. Contain different methods to manage risk and explore trading using Machine Learning. Who This Book Is For If you want to learn how to use R to build quantitative finance models with ease, this book is for you. Analysts who want to learn R to solve their quantitative finance problems will also find this book useful. Some understanding of the basic financial concepts will be useful, though prior knowledge of R is not required. What You Will Learn Get to know the basics of R and how to use it in the field of Quantitative Finance Understand data processing and model building using R Explore different types of analytical techniques such as statistical analysis, time-series analysis, predictive modeling, and econometric analysis Build and analyze quantitative finance models using real-world examples How real-life examples should be used to develop strategies Performance metrics to look into before deciding upon any model Deep dive into the vast world of machine-learning based trading Get to grips with algorithmic trading and different ways of optimizing it Learn about controlling risk parameters of financial instruments In Detail The role of a quantitative analyst is very challenging, yet lucrative, so there is a lot of competition for the role in top-tier organizations and investment banks. This book is your go-to resource if you want to equip yourself with the skills required to tackle any real-world problem in quantitative finance using the popular R programming language. You'll start by getting an understanding of the basics of R and its relevance in the field of quantitative finance. Once you've built this foundation, we'll dive into the practicalities of building financial models in R. This will help you have a fair understanding of the topics as well as their implementation, as the authors have presented some use cases along with examples that are easy to understand and correlate. We'll also look at risk management and optimization techniques for algorithmic trading. Finally, the book will explain some advanced concepts, such as trading using machine learning, optimizations, exotic options, and hedging. By the end of this book, you will have a firm grasp of the techniques required to implement basic quantitative finance models in R. Style and approach This book introduces you to the essentials of quantitative finance with the help of easy-to-understand, practical examples and use cases in R. Each chapter presents a specific financial concept in detail, backed with relevant theory and the implementation of a real-life example.