Prescriptions for Quant Traders Using R: Videos & Scripts
暫譯: 量化交易者的 R 語言處方：影片與腳本
Guevara, Jason, Linares, Oskars
商品描述
Unlock the full potential of quantitative trading with Prescriptions for Quant Traders Using R--a practical, hands-on guide for turning data into trading decisions.
This book is written for quantitative traders, financial analysts, and data scientists who want more than theory. Organized into ten structured parts, it delivers step-by-step "prescriptions" using R--script-driven tasks that solve real-world trading problems. Each prescription is designed to be immediately actionable, so readers can move from concept to implementation without guesswork.
What makes this book different is its clarity, utility, and its link to online video walk-throughs of R scripts. Modeled in the spirit of a Scientific American article, the text flows seamlessly without interruptions, yet a comprehensive bibliography ensures depth and rigor. Every chapter blends explanation with executable code, enabling traders to:
- Design systematic trading strategies in R -- and understand why they work.
- Apply robust statistical and econometric methods to financial data for better predictions.
- Evaluate risk and performance metrics to refine strategies with confidence.
- Automate workflows so insights move faster from model to market.
Whether you are a retail trader aiming to compete with professionals, a financial analyst seeking sharper models, or a data scientist expanding into trading, this book bridges the gap between theory and practice.
Readers will find special value in the prescription-based approach. Just as a doctor prescribes remedies, these scripts deliver targeted solutions to trading challenges--from portfolio optimization and volatility forecasting to Bayesian inference and machine learning integration.
In a marketplace where retail participation continues to grow, Prescriptions for Quant Traders Using R equips you with the knowledge, tools, and confidence to approach trading systematically. The result: deeper insights, stronger discipline, and strategies that stand the test of real-world markets.
Whether you're coding your first model or refining a sophisticated strategy, this book provides the prescriptions you need to succeed.
商品描述(中文翻譯)
解鎖量化交易的全部潛力，透過《使用 R 的量化交易處方》——一本實用的、動手操作的指南，幫助您將數據轉化為交易決策。
本書是為量化交易者、金融分析師和數據科學家所寫，這些人希望獲得的不僅僅是理論。全書分為十個結構化的部分，提供逐步的「處方」，使用 R 進行腳本驅動的任務，以解決現實世界中的交易問題。每個處方都旨在立即可行，讓讀者能夠從概念轉向實施，而無需猜測。
本書的不同之處在於其清晰性、實用性，以及與 R 腳本的在線視頻演示的連結。文本以《科學美國人》文章的精神為模型，流暢地連貫而不間斷，同時全面的參考書目確保了深度和嚴謹性。每一章都將解釋與可執行的代碼相結合，使交易者能夠：
- **在 R 中設計系統化的交易策略**——並理解其運作原因。
- **將穩健的統計和計量經濟方法**應用於金融數據，以獲得更好的預測。
- **評估風險和績效指標**，以自信地完善策略。
- **自動化工作流程**，使洞察能更快地從模型轉向市場。
無論您是希望與專業人士競爭的零售交易者，還是尋求更精確模型的金融分析師，或是擴展到交易領域的數據科學家，本書都能彌合理論與實踐之間的鴻溝。
讀者將在基於處方的方法中找到特別的價值。就像醫生開處方一樣，這些腳本提供針對交易挑戰的解決方案——從投資組合優化和波動性預測到貝葉斯推斷和機器學習整合。
在零售參與持續增長的市場中，《使用 R 的量化交易處方》為您提供了系統性交易所需的知識、工具和信心。結果是：更深入的洞察、更強的紀律，以及能夠經受現實市場考驗的策略。
無論您是在編寫第一個模型還是完善一個複雜的策略，本書都提供了您成功所需的處方。
作者簡介
Jason Guevara is a financial analyst and accountant. He maintains a YouTube channel (https: //www.youtube. com/@quantroom) dedicated to developing practical R scripts to assist active traders and R quants. Jason also does contract work for OIS Market Research Group as an R financial systems architect, coder, and developer. Jason provides a unique blend of financial expertise and coding experience to the quant finance field. Jason holds a Bachelor of Science degree in Finance and a minor in economics from California State University (CSU)-Northridge (2014). Jason's passion for markets began during the Great Recession. The rise of algorithmic trading at that time ignited his passion which to date continues to fuel his productivity. Jason uses his R programming skills to craft algorithmic trading scripts for personal exploration, research, and applications. He has been programming in R since 2012. Jason's dedicated YouTube channel is the premier guide for traders looking to master R in finance. By sharing his expertise online, he equips traders with the confidence to navigate the complex field of algorithmic trading.
Dr. Oskars Linares is Founder (2015), Research Director and Quant Strategist, OIS Market Research Group, Michigan, USA--a research and investment group specializ- ing in generating premium using equity, index, and futures options. Oskars is a member of the International Institute of Forecasters. He developed a Minimal-Model (MinMod) to inform the OIS Market Research Group's equity, index, and futures trading. He also developed an SDE ARIMA- variant forecaster to assist decision-making selecting option strike prices using empirical probability distributions with Bayesian updating. Oskars began his mathematical modeling career under the gentle guidance of Dr. Loren Zech (Senior Scientist, Laboratory of Mathematical Biology, National Cancer Institute, National Institutes of Health, Bethesda, MD) using S-PLUS, and began migrating to R in 1995 while at the University of Michigan, Ann Arbor. Working with Dr. Ray Boston at UPENN, Oskars applied Bayesian multilevel models for repeated measurement data in their research. Oskars has published over 80 peer-reviewed scientific research papers in prestigious scientific journals, several book chapters, and is co-author of the first editions of Investigating Biological Systems Using Mod- eling (Academic Press, 1999) and Plain English for Doctors and Other Medical Scientists (Oxford University Press, 2017). He received the Great Seal of the United States Award (1993) for his advancements in mathematical-medicine research on aging. Oskars now lives in R¯ıga, Latvija.
作者簡介(中文翻譯)
**Jason Guevara** 是一位金融分析師和會計師。他維護一個 YouTube 頻道 (https://www.youtube.com/@quantroom)，專注於開發實用的 R 腳本，以協助活躍的交易者和 R 數量化分析師。Jason 也為 OIS 市場研究小組擔任 R 金融系統架構師、程式設計師和開發人員的合約工作。Jason 將金融專業知識與程式設計經驗獨特結合，為量化金融領域帶來貢獻。Jason 擁有加州州立大學 (CSU)-北嶺 (2014) 的金融學學士學位及經濟學副修。Jason 對市場的熱情始於大蕭條期間。當時算法交易的興起點燃了他的熱情，至今仍持續激勵著他的生產力。Jason 利用他的 R 程式設計技能，為個人探索、研究和應用編寫算法交易腳本。他自 2012 年以來一直在使用 R 程式設計。Jason 的專業 YouTube 頻道是希望在金融領域精通 R 的交易者的首選指南。通過在線分享他的專業知識，他使交易者能夠自信地駕馭複雜的算法交易領域。
**Dr. Oskars Linares** 是 OIS 市場研究小組的創始人 (2015)、研究主任和量化策略師，該小組位於美國密歇根州，專注於利用股票、指數和期貨選擇權生成高收益。Oskars 是國際預測學會的成員。他開發了一個 **Minimal-Model** (MinMod)，以指導 OIS 市場研究小組的股票、指數和期貨交易。他還開發了一個 SDE ARIMA 變體預測器，以協助決策選擇期權行使價格，使用經驗概率分佈和貝葉斯更新。Oskars 在密歇根大學安娜堡校區的 Dr. Loren Zech (國立衛生研究院國家癌症研究所數學生物學實驗室的高級科學家) 的溫和指導下開始了他的數學建模職業生涯，並於 1995 年開始從 S-PLUS 遷移到 R。在賓夕法尼亞大學與 Dr. Ray Boston 合作時，Oskars 在他們的研究中應用了貝葉斯多層模型來處理重複測量數據。Oskars 在著名的科學期刊上發表了超過 80 篇經過同行評審的科學研究論文，幾個書章，並且是《Investigating Biological Systems Using Modeling》（Academic Press, 1999）和《Plain English for Doctors and Other Medical Scientists》（Oxford University Press, 2017）第一版的共同作者。他因在數學醫學研究老化方面的進展而獲得美國大印獎 (1993)。Oskars 現在居住在拉脫維亞的里加。
