March 2017
Beginner
284 pages
5h 32m
English
Content preview from Learning Quantitative Finance with RBecome an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
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Summary
In this chapter, we have covered the types of risks associated with financial institutions, such as market risk, portfolio risk, VaR, Monte Carlo simulation, hedging, Basel regulations, credit risk, and fraud detection. Also, we have discussed how the strengths of R can be leveraged for measuring different types of risk. In this chapter, we have demonstrated examples of measuring risks such as market, portfolio, and credit using R, and also how to use techniques such as random forest classification for fraud detection.
In the next chapter, we will be covering various optimization techniques used in trading algorithms and parameter estimation. Optimization techniques such as dynamic rebalancing, walk forward testing, grid testing, and genetic ...
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O’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.Julian F.
I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.Addison B.
I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.Amir M.
I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.