myRFinance
Where I try to teach myself about finance.
quantmod tutorial.
On 2017-07-09 an email to R-SIG-Finance asked for suggestions to learn R and finance. Here are the responses.
- Mark J. Bennett and Dirk L. Hugen's Financial Analytics with R. (This title was recommended by several.)
- Stefano M. Iacus (2011), Option Pricing and Estimation of Financial Models with R, Wiley & Sons, Chichester.
- Dalgaard, P. (2008), Introductory statistics with R, 3 Edition, Springer, New York.
- Quantitative Trading with R: Understanding Mathematical and Computational Tools from a Quant’s Perspective by Harry Georgakopoulos
- CRAN taskview: Empirical Finance
- Statistical Analysis of Financial Data in R by René Carmona.
- Analyzing Financial Data and Implementing Financial Models Using R by Clifford S. Ang.
- An introduction to analysis of Financial Data with R by Ruey S. Tay.
- An introduction to R for Quantitative Economics by Vikram Dayal.
- Quantitative Trading with R by Harry Georgakopoulos
- quantmod
- An Introduction to Analysis of Financial Data with R. Ruey S. Tsay. Wiley. 2013
- Statistics & Data Analysis for Financial Engineering. David Ruppert. Springer. 2011
- Financial Risk Modelling and Portfolio Optimization with R. Berhard Pfaff. Second Edition. Wiley. 2016.
- Automated Trading with R. Quantitative Research and Platform Development Chris Conlan. Apress. 2016.
- Introduction to R for Quantitative Finance. Gergely Darόczi. Packt. 2013.
- Mastering R for Quantitative Finance. Edina Berlinger. Packt. 2015.
- Finance
- Processing and Analyzing Financial Data with R
- Business Case Analysis with R