knausb / myrfinance

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