Publisher's Synopsis
Many quantitative analysts, financial engineers, and would-be analysts skip taking a quantitative investments course. This robs them of the knowledge needed to create better, more profitable models. A Quantitative Primer on Investments with R fills that gap by taking a quantitative approach to investments and analyzing real data using R. This text collects the author's two decades of experience in finance - from Goldman Sachs, Morgan Stanley's Equity Trading Lab, and hedge fund Long-Term Capital Management to a PhD in statistics, teaching at top universities, and presenting research at central banks and trading firms. The material has been tested over a decade and enabled many students to enter the world of quantitative finance and succeed.
