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Automated Trading with R: Quantitative Research and Platform Development - Original PDF
Automated Trading with R: Quantitative Research and Platform Development - Original PDF
نویسندگان: Chris Conlan (auth.) خلاصه: This book explains the broad topic of automated trading, starting with its mathematics and moving to its computation and execution. Readers will gain a unique insight into the mechanics and computational considerations taken in building a backtester, strategy optimizer, and fully functional trading platform. Automated Trading with R provides automated traders with all the tools they need to trade algorithmically with their existing brokerage, from data management, to strategy optimization, to order execution, using free and publically available data. If your brokerage’s API is supported, the source code is plug-and-play. The platform built in this book can serve as a complete replacement for commercially available platforms used by retail traders and small funds. Software components are strictly decoupled and easily scalable, providing opportunity to substitute any data source, trading algorithm, or brokerage. The book’s three objectives are: To provide a flexible alternative to common strategy automation frameworks, like Tradestation, Metatrader, and CQG, to small funds and retail traders. To offer an understanding the internal mechanisms of an automated trading system. To standardize discussion and notation of real-world strategy optimization problems. What you’ll learn Programming an automated strategy in R gives the trader access to R and its package library for optimizing strategies, generating real-time trading decisions, and minimizing computation time. How to best simulate strategy performance in their specific use case to derive accurate performance estimates. Important machine-learning criteria for statistical validity in the context of time-series. An understanding of critical real-world variables pertaining to portfolio management and performance assessment, including latency, drawdowns, varying trade size, portfolio growth, and penalization of unused capital. Who This Book Is For This book is for traders/practitioners at the retail or small fund level with at least an undergraduate background in finance or computer science. Graduate level finance or data science students.
Enforcing and Trading Patents: Evidence for Europe - Original PDF
Enforcing and Trading Patents: Evidence for Europe - Original PDF
نویسندگان: Fabian Gäßler (auth.) خلاصه: Applying novel datasets, Fabian Gäßler analyzes how key aspects of the current patent system in Europe and Germany, respectively, affect patent enforcement and patent trade. In particular, he shows what factors determine court selection in patent litigation and how the jurisdictional separation of validity and infringement questions favors the patent holder. The author further provides empirical evidence for the market for patents in Europe. The presented findings yield important implications for the ongoing debate on the optimal design of patent systems.
Multi-Period Trading via Convex Optimization - Original PDF
Multi-Period Trading via Convex Optimization - Original PDF
نویسندگان: Stephen Boyd خلاصه: Our investments will be in a universe of n assets, along with an associated cash account. We let ht ∈ Rn+1 denote the portfolio (or vector of positions or holdings) at the beginning of time period t, where (ht)i is the dollar value of asset i at the beginning of time period t, with (ht)i < 0 meaning a short position in asset i, for i = 1, . . . , n. The portfolio is long-only when the asset holdings are all nonnegative, i.e., (ht)i ≥ 0 for i = 1, . . . , n. The value of (ht)n+1 is the cash balance, with (ht)n+1 < 0 meaning that money is owed (or borrowed). The dollar value for the assets is determined using the reference prices pt ∈ Rn +, defined as the average of the bid and ask prices at the beginning of time period t. When (ht)n+1 = 0, the portfolio is fully invested, meaning that we hold (or owe) zero cash, and all our holdings (long and short) are in assets. Total value, exposure, and leverage. The total value (or net asset value, NAV) vt of the portfolio, in dollars, at time t is vt = 1T ht, where 1 is the vector with all entries one. (This is not quite the amount of cash the portfolio would yield on liquidation, due to transaction costs, discussed below.) Throughout this paper we will assume that vt > 0, i.e., the total portfolio value is positive. The vecto
Infectious Diseases of the Dog and Cat 4th Edition - Original PDF
Infectious Diseases of the Dog and Cat 4th Edition - Original PDF
نویسندگان: Jane E. Sykes BVSc(Hons) PhD DACVIM (Author), Craig E. Greene DVM MS DACVIM (Author) خلاصه: The definitive reference for the diagnosis, treatment, and prevention of small animal infections, Infectious Diseases of the Dog and Cat, 4th Edition delivers current, comprehensive information essential to the management of infectious diseases caused by viruses, rickettsiae, chlamydiae, mycoplasmas, bacteria, fungi, algae, protozoa, and unknown agents. Each section guides you through diagnostic testing for specific microorganisms, from sample collection to laboratory submission to interpretation of results, then details appropriate treatment measures and pharmacologic considerations for the various related infections. Full-color illustrations and hundreds of tables provide quick, convenient access to diagnostic and therapeutic guidelines, and thoroughly updated drug information helps you confidently administer appropriate dosages for the most effective treatment and prevention. The most comprehensive infectious disease coverage available helps you confidently address clinical problems related to infectious diseases in dogs and cats, and includes: Immunization strategies and environmental control of infections Immunodeficiency disorders Prevention of infection in multi-pet and shelter settings Immunocompromised people and their pets Vibrant full-color illustrations clarify disease features and modes of disease transmission for enhanced diagnostic accuracy and disease prevention. Convenient tables deliver therapeutic recommendations and drug dosages at a glance. Complete antimicrobial drug formulary provides fast, easy access to indications, recommended dosages, and pharmacologic considerations essential for all relevant pharmaceuticals. State-of-the-art diagnostic testing procedures help you ensure accurate diagnoses for all clinically relevant pathogens. Content reflects the expert insight and vast clinical experience of a panel of trusted authorities on small animal infectious diseases. Easy-to-use companion website provides convenient online access to additional images, tables, boxes, appendices, and references linked directly to original PubMed abstracts. Expanded coverage of zoonoses, zoonotic potential, and precautions helps you effectively monitor and treat zoonotic infections. Fully updated drug formulary reflects the most current pharmacokinetics, indications, contraindications, handling and administration guidelines, and dosage recommendations available. Updated content throughout the text details current diagnostic testing regimens and therapeutic and preventive considerations for all pathogens you're likely to encounter in the clinical setting. Special focus on disease incidence and susceptibility in traveling animals helps you alert animal owners to potential risks associated with pet travel.
Handbook of Laboratory Animal Bacteriology 2nd Edition - Original PDF
Handbook of Laboratory Animal Bacteriology 2nd Edition - Original PDF
نویسندگان: Axel Kornerup Hansen (Author), Dennis Sandris Nielsen (Author) خلاصه: The Handbook of Laboratory Animal Bacteriology, Second Edition provides comprehensive information on all bacterial phylae found in laboratory rodents and rabbits to assist managers, veterinary pathologists and laboratory animal veterinarians in the management of these organisms. The book starts by examining the general aspects of bacteriology
The brain-shaped mind: what the brain can tell us about the mind - Original PDF
The brain-shaped mind: what the brain can tell us about the mind - Original PDF
نویسندگان: Naomi Goldblum, Shifra Glick خلاصه: In the same way atomic structures explain the physical properties of an object, neuroscientists are now learning about the human mind by examining how the neurons in the brain are connected to one another and their surrounding environments. Will brain scientists ever be capable of reading minds? Why are certain things harder to remember than others? The Brain-Shaped Mind addresses these and other questions to provide a clear account of how the structure of the brain influences the workings of the mind. Naomi Goldblum is a lecturer in psychology at Bar-Ilan University in Ramat Gan, Israel. She has studied neuropsychology with a particular emphasis on cognitive psychology.
Sociology of Law: Visions of a Scholarly Tradition - Original PDF
Sociology of Law: Visions of a Scholarly Tradition - Original PDF
نویسندگان: Mathieu Deflem خلاصه: Drawing together both theoretical and empirical themes, Mathieu Deflem reviews the field's major accomplishments and reveals the value of the multiple ways in which sociologists study the social structures and processes of law.
The Sociology of Philosophies: A Global Theory of Intellectual Change - Original PDF
The Sociology of Philosophies: A Global Theory of Intellectual Change - Original PDF
نویسندگان: Randall Collins خلاصه: A comprehensive history of world philosophy, this book is also a social history of global intellectual life.
Postmodernism and Management, Volume 21: Pros, Cons and the Alternative - Original PDF
Postmodernism and Management, Volume 21: Pros, Cons and the Alternative - Original PDF
نویسندگان: Edwin A Locke خلاصه: The paper reviews some basic themes in post mod em ism and argues for a moderate incorporation of these themes in organization studies and methodology'. 
Handbook of the Sociology of Racial and Ethnic Relations - Original PDF
Handbook of the Sociology of Racial and Ethnic Relations - Original PDF
نویسندگان: Hernan Vera, Joe R. Feagin خلاصه: The study of racial and ethnic relations has become one of the most studied aspects in sociology and sociological research. In both North America and Europe, many traditional cultures are feeling threatened by immigrants from Latin America, Africa and Asia.

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