R finance resources to start learning

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R finance resources to start learning

jack Le
Dear friends,

Please help to list out some must-read resources, for a beginner, to start learning R in finance analysis.

Thanks in advance.

Jack Le
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Re: R finance resources to start learning

Adam Ginensky
I honestly think that Bennett (truth in advertising, he is a friend) and
Hugen's book is excellent.

On Sun, Jul 9, 2017 at 11:11 PM, jack Le <[hidden email]> wrote:

> Dear friends,
>
> Please help to list out some must-read resources, for a beginner, to start
> learning R in finance analysis.
>
> Thanks in advance.
>
> Jack Le
>         [[alternative HTML version deleted]]
>
> _______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions
> should go.
>

        [[alternative HTML version deleted]]

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Re: R finance resources to start learning

Francesco Bianchi
Sending these 2 titles, maybe they are too general and scholastic, but I found them useful in order to combine theory and R coding together:

- 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.

Francesco

Francesco Bianchi
Università Cattolica del Sacro Cuore - Milano
[hidden email]<mailto:[hidden email]>

Il giorno 10 lug 2017, alle ore 15:11, Adam Ginensky <[hidden email]<mailto:[hidden email]>> ha scritto:

I honestly think that Bennett (truth in advertising, he is a friend) and
Hugen's book is excellent.

On Sun, Jul 9, 2017 at 11:11 PM, jack Le <[hidden email]<mailto:[hidden email]>> wrote:

Dear friends,

Please help to list out some must-read resources, for a beginner, to start
learning R in finance analysis.

Thanks in advance.

Jack Le
       [[alternative HTML version deleted]]

_______________________________________________
[hidden email]<mailto:[hidden email]> mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions
should go.


[[alternative HTML version deleted]]

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----------------------------------------DISCLAIMER----------------------------------------

Il presente indirizzo di posta elettronica è attribuito automaticamente agli studenti e laureati dell’Università Cattolica del Sacro Cuore. L’utilizzo da parte dell’utente è personale e l’Università Cattolica del Sacro Cuore non è responsabile del contenuto delle comunicazioni.

This email address was assigned automatically as part of the registration process for students and graduates of Università Cattolica del Sacro Cuore. The use of the address is personal and Università Cattolica del Sacro Cuore accepts no liability for the content of any emails.

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Re: R finance resources to start learning

Nils Tobias Kramer
How about:
Quantitative Trading with R: Understanding Mathematical and Computational Tools from a Quant’s Perspective by Harry Georgakopoulos

pretty easy to read and implement maybe not as advanced but I find this might be a good starting point

Toby

> On 10. Jul 2017, at 15:33, Francesco Bianchi <[hidden email]> wrote:
>
> Sending these 2 titles, maybe they are too general and scholastic, but I found them useful in order to combine theory and R coding together:
>
> - 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.
>
> Francesco
>
> Francesco Bianchi
> Università Cattolica del Sacro Cuore - Milano
> [hidden email]<mailto:[hidden email]>
>
> Il giorno 10 lug 2017, alle ore 15:11, Adam Ginensky <[hidden email]<mailto:[hidden email]>> ha scritto:
>
> I honestly think that Bennett (truth in advertising, he is a friend) and
> Hugen's book is excellent.
>
> On Sun, Jul 9, 2017 at 11:11 PM, jack Le <[hidden email]<mailto:[hidden email]>> wrote:
>
> Dear friends,
>
> Please help to list out some must-read resources, for a beginner, to start
> learning R in finance analysis.
>
> Thanks in advance.
>
> Jack Le
>       [[alternative HTML version deleted]]
>
> _______________________________________________
> [hidden email]<mailto:[hidden email]> mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions
> should go.
>
>
> [[alternative HTML version deleted]]
>
> _______________________________________________
> [hidden email]<mailto:[hidden email]> mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions should go.
>
>
>
>
> ----------------------------------------DISCLAIMER----------------------------------------
>
> Il presente indirizzo di posta elettronica è attribuito automaticamente agli studenti e laureati dell’Università Cattolica del Sacro Cuore. L’utilizzo da parte dell’utente è personale e l’Università Cattolica del Sacro Cuore non è responsabile del contenuto delle comunicazioni.
>
> This email address was assigned automatically as part of the registration process for students and graduates of Università Cattolica del Sacro Cuore. The use of the address is personal and Università Cattolica del Sacro Cuore accepts no liability for the content of any emails.
>
>    [[alternative HTML version deleted]]
>
> _______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions should go.

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Re: R finance resources to start learning

Ed Herranz
In reply to this post by jack Le
Hi Jack,

These are not books---but given how wide "Finance" can be, it may be
helpful to look at the list of all related R packages and their
documentation:

https://cran.r-project.org/web/views/Finance.html

There's a few books listed under that URL as well.

Regards.
-Ed

On Mon, Jul 10, 2017 at 12:11 AM, jack Le <[hidden email]> wrote:

> Dear friends,
>
> Please help to list out some must-read resources, for a beginner, to start
> learning R in finance analysis.
>
> Thanks in advance.
>
> Jack Le
>         [[alternative HTML version deleted]]
>
> _______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions
> should go.
>

        [[alternative HTML version deleted]]

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Re: R finance resources to start learning

Mario-2
Hi,

an idea:

- 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

But if you don’t know R (have you programming in any language?, do you manage statistics issues?) probably it’s better start with:

- Getting started with R

- Introductory Statistics with R

Regards,

Mario



> El 10 jul 2017, a las 17:12, Ed Herranz <[hidden email]> escribió:
>
> Hi Jack,
>
> These are not books---but given how wide "Finance" can be, it may be
> helpful to look at the list of all related R packages and their
> documentation:
>
> https://cran.r-project.org/web/views/Finance.html
>
> There's a few books listed under that URL as well.
>
> Regards.
> -Ed
>
> On Mon, Jul 10, 2017 at 12:11 AM, jack Le <[hidden email]> wrote:
>
>> Dear friends,
>>
>> Please help to list out some must-read resources, for a beginner, to start
>> learning R in finance analysis.
>>
>> Thanks in advance.
>>
>> Jack Le
>>        [[alternative HTML version deleted]]
>>
>> _______________________________________________
>> [hidden email] mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>> -- Subscriber-posting only. If you want to post, subscribe first.
>> -- Also note that this is not the r-help list where general R questions
>> should go.
>>
>
> [[alternative HTML version deleted]]
>
> _______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions should go.

_______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
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-- Also note that this is not the r-help list where general R questions should go.
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Re: R finance resources to start learning

jack Le
Hi Mario,

I've just started with R in some small in-house projects. Thanks for the listed books, i think the #2 and #3 is best describe my situation here.

Best regards,
Jack Le

-----Original Message-----
From: "Mario" <[hidden email]>
Sent: ‎7/‎11/‎2017 3:14 AM
To: "Ed Herranz" <[hidden email]>
Cc: "jack Le" <[hidden email]>; "[hidden email]" <[hidden email]>
Subject: Re: [R-SIG-Finance] R finance resources to start learning

Hi,

an idea:

- 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

But if you don’t know R (have you programming in any language?, do you manage statistics issues?) probably it’s better start with:

- Getting started with R

- Introductory Statistics with R

Regards,

Mario



> El 10 jul 2017, a las 17:12, Ed Herranz <[hidden email]> escribió:
>
> Hi Jack,
>
> These are not books---but given how wide "Finance" can be, it may be
> helpful to look at the list of all related R packages and their
> documentation:
>
> https://cran.r-project.org/web/views/Finance.html
>
> There's a few books listed under that URL as well.
>
> Regards.
> -Ed
>
> On Mon, Jul 10, 2017 at 12:11 AM, jack Le <[hidden email]> wrote:
>
>> Dear friends,
>>
>> Please help to list out some must-read resources, for a beginner, to start
>> learning R in finance analysis.
>>
>> Thanks in advance.
>>
>> Jack Le
>>        [[alternative HTML version deleted]]
>>
>> _______________________________________________
>> [hidden email] mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>> -- Subscriber-posting only. If you want to post, subscribe first.
>> -- Also note that this is not the r-help list where general R questions
>> should go.
>>
>
> [[alternative HTML version deleted]]
>
> _______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions should go.


        [[alternative HTML version deleted]]

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Re: R finance resources to start learning

jack Le
In reply to this post by Ed Herranz
Many thanks Ed,

Just cant imagine how wide it really was. It is quantmod
<https://cran.r-project.org/web/packages/quantmod/index.html> that i should
try now.

Thanks for advising.

Best Regards,
Vu LE



On Mon, Jul 10, 2017 at 10:12 PM, Ed Herranz <[hidden email]> wrote:

> Hi Jack,
>
> These are not books---but given how wide "Finance" can be, it may be
> helpful to look at the list of all related R packages and their
> documentation:
>
> https://cran.r-project.org/web/views/Finance.html
>
> There's a few books listed under that URL as well.
>
> Regards.
> -Ed
>
> On Mon, Jul 10, 2017 at 12:11 AM, jack Le <[hidden email]> wrote:
>
>> Dear friends,
>>
>> Please help to list out some must-read resources, for a beginner, to
>> start learning R in finance analysis.
>>
>> Thanks in advance.
>>
>> Jack Le
>>         [[alternative HTML version deleted]]
>>
>> _______________________________________________
>> [hidden email] mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>> -- Subscriber-posting only. If you want to post, subscribe first.
>> -- Also note that this is not the r-help list where general R questions
>> should go.
>>
>
>


--
--
Jack Lê

        [[alternative HTML version deleted]]

_______________________________________________
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Re: R finance resources to start learning

jack Le
In reply to this post by Francesco Bianchi
Dear Francesco,

Thanks for advising.

Best Regards,
Jack LE

On Mon, Jul 10, 2017 at 8:33 PM, Francesco Bianchi <
[hidden email]> wrote:

> Sending these 2 titles, maybe they are too general and scholastic, but I
> found them useful in order to combine theory and R coding together:
>
> - 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.
>
> Francesco
>
> * Francesco Bianchi*
> Università Cattolica del Sacro Cuore - Milano
> [hidden email]
>
>
> Il giorno 10 lug 2017, alle ore 15:11, Adam Ginensky <[hidden email]>
> ha scritto:
>
> I honestly think that Bennett (truth in advertising, he is a friend) and
> Hugen's book is excellent.
>
> On Sun, Jul 9, 2017 at 11:11 PM, jack Le <[hidden email]> wrote:
>
> Dear friends,
>
> Please help to list out some must-read resources, for a beginner, to start
> learning R in finance analysis.
>
> Thanks in advance.
>
> Jack Le
>        [[alternative HTML version deleted]]
>
> _______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions
> should go.
>
>
> [[alternative HTML version deleted]]
>
> _______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions
> should go.
>
>
>
>
> ----------------------------------------DISCLAIMER----------------------------------------
>
>
> Il presente indirizzo di posta elettronica è attribuito automaticamente
> agli studenti e laureati dell’Università Cattolica del Sacro Cuore.
> L’utilizzo da parte dell’utente è personale e l’Università Cattolica del
> Sacro Cuore non è responsabile del contenuto delle comunicazioni.
>
> This email address was assigned automatically as part of the registration
> process for students and graduates of Università Cattolica del Sacro Cuore.
> The use of the address is personal and Università Cattolica del Sacro Cuore
> accepts no liability for the content of any emails.
>



--
--
Jack Lê

        [[alternative HTML version deleted]]

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Re: R finance resources to start learning

jack Le
In reply to this post by Nils Tobias Kramer
Dear Toby,

Thanks for sharing the book.

Best Regards,
Jack LE


On Mon, Jul 10, 2017 at 9:37 PM, Nils Tobias Kramer <[hidden email]
> wrote:

> How about:
> Quantitative Trading with R: Understanding Mathematical and Computational
> Tools from a Quant’s Perspective by Harry Georgakopoulos
>
> pretty easy to read and implement maybe not as advanced but I find this
> might be a good starting point
>
> Toby
>
> > On 10. Jul 2017, at 15:33, Francesco Bianchi <
> [hidden email]> wrote:
> >
> > Sending these 2 titles, maybe they are too general and scholastic, but I
> found them useful in order to combine theory and R coding together:
> >
> > - 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.
> >
> > Francesco
> >
> > Francesco Bianchi
> > Università Cattolica del Sacro Cuore - Milano
> > [hidden email]<mailto:[hidden email]>
> >
> > Il giorno 10 lug 2017, alle ore 15:11, Adam Ginensky <
> [hidden email]<mailto:[hidden email]>> ha scritto:
> >
> > I honestly think that Bennett (truth in advertising, he is a friend) and
> > Hugen's book is excellent.
> >
> > On Sun, Jul 9, 2017 at 11:11 PM, jack Le <[hidden email]<mailto:el
> .[hidden email]>> wrote:
> >
> > Dear friends,
> >
> > Please help to list out some must-read resources, for a beginner, to
> start
> > learning R in finance analysis.
> >
> > Thanks in advance.
> >
> > Jack Le
> >       [[alternative HTML version deleted]]
> >
> > _______________________________________________
> > [hidden email]<mailto:[hidden email]> mailing
> list
> > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> > -- Subscriber-posting only. If you want to post, subscribe first.
> > -- Also note that this is not the r-help list where general R questions
> > should go.
> >
> >
> > [[alternative HTML version deleted]]
> >
> > _______________________________________________
> > [hidden email]<mailto:[hidden email]> mailing
> list
> > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> > -- Subscriber-posting only. If you want to post, subscribe first.
> > -- Also note that this is not the r-help list where general R questions
> should go.
> >
> >
> >
> >
> > ----------------------------------------DISCLAIMER----------
> ------------------------------
> >
> > Il presente indirizzo di posta elettronica è attribuito automaticamente
> agli studenti e laureati dell’Università Cattolica del Sacro Cuore.
> L’utilizzo da parte dell’utente è personale e l’Università Cattolica del
> Sacro Cuore non è responsabile del contenuto delle comunicazioni.
> >
> > This email address was assigned automatically as part of the
> registration process for students and graduates of Università Cattolica del
> Sacro Cuore. The use of the address is personal and Università Cattolica
> del Sacro Cuore accepts no liability for the content of any emails.
> >
> >    [[alternative HTML version deleted]]
> >
> > _______________________________________________
> > [hidden email] mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> > -- Subscriber-posting only. If you want to post, subscribe first.
> > -- Also note that this is not the r-help list where general R questions
> should go.
>



--
--
Jack Lê

        [[alternative HTML version deleted]]

_______________________________________________
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