Book Review : Quantitative Trading with R – Harry Georgakopoulos

Been a week+ since I have received the book .,Quantitative Trading with R by Harry Georgakopoulos , and it is definitely turning out be a great book.

To summarise ,


– It is short and sweet. The author managed to squeeze complex subjects across multiple domains into a book that less than 300 pages itself is a wonder.
– It covers enough basic R programming tools to start the appetite. Vectors , functions etc.
– It touches on intermediate subjects such as environments
– It covers probability and statistics just enough to understand basic and intermediate concepts.
– It covers packages that are commonly used for analysis of financial data , such as quantmod/quantstrat etc.
– In the later chapters , it covers backtesting , Beta , HFD , options that I have yet to read.
– And now , the codes for the book are now on the github!


– Depends on self. If you are weak/good in either programming or basic probability/statistics , the pace of the book may either make you sleep or be totally bewildering. Just remember , this is not a R book nor probability and statistics book. I would recommend other books for such purposes, Intro to Statistical Learning with applications in R or ISLR , Advanced R by Hadley to name a few.

To conclude , get it now if you want to know the tools and see from the perspective of a quant , just be prepared to go through several disciplines.

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