Book Image

Learning Quantitative Finance with R

By : Dr. Param Jeet, PRASHANT VATS
Book Image

Learning Quantitative Finance with R

By: Dr. Param Jeet, PRASHANT VATS

Overview of this book

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.
Table of Contents (16 chapters)
Learning Quantitative Finance with R
Credits
About the Authors
About the Reviewer
www.PacktPub.com
Customer Feedback
Preface

How to download/install R


In this section, we are going to discuss how to download and install R for various platforms: Windows, Linux, and Mac.

Open your web browser and go to the following link: https://cran.rstudio.com/.

From the given link, you can download the required version according to the available operating system.

For the Windows version, click on Download R for Windows, and then select the base version and download Download R 3.3.1 for Windows for your Windows operating system, click on it, and select your favorite language option. Now click through the installer and it will take you through various options, such as the following:

  1. Setup Wizard.

  2. License Agreement.

  3. Select folder location where you want to install.

  4. Select the component. Select the option according to the configuration of your system; if you do not know the configuration of your system, then select all the options.

  5. If you want to customize your setup, select the option.

  6. Select the R launch options and desktop shortcut options according to your requirements.

R download and installation is complete for Windows.

Similarly, you click on your installer for Linux and Mac and it will take you through various options of installation.