Cover -- Half Title -- Title Page -- Copyright Page -- Contents -- Foreword -- Preface -- Acknowledgments -- Author -- SECTION I: FINANCIAL MARKET AND FINANCIAL THEORY -- 1 Financial Market Overview -- 1.1 R for Quantification -- 1.2 How Algorithms Change Fate -- 1.3 FinTech, the Booming Sector in Finance Field -- 1.4 Quantitative Investment Tools in China -- 1.5 Low-Risk Trading Strategy in China -- 2 Financial Theory -- 2.1 R Interpretation of Capital Asset Pricing Model (CAPM) -- 2.2 R Interpretation of Simple Linear Regression Model -- 2.3 R Interpretation of Multiple Linear Regression Model -- 2.4 R Interpretation of Autoregression Model -- SECTION II: DATA PROCESSING AND HIGH PERFORMANCE COMPUTING OF R -- 3 Data Processing of R -- 3.1 Family of apply Functions -- 3.2 Ultra-High Performance Data Processing Package: data.table -- 3.3 Efficient Pipe Operation of R: magrittr -- 3.4 String Processing Package of R: stringr -- 3.5 Chinese Words Segmentation Package of R: jiebaR -- 4 High Performance Computing of R -- 4.1 OpenBlas Speeds Up Matrix Calculation of R -- 4.2 R Calls C++ across Boundary -- 4.3 When R Meets Docker -- SECTION III: FINANCIAL STRATEGY PRACTICE -- 5 Bonds and Repurchase -- 5.1 Treasury Bonds -- 5.2 Enterprise Bonds and the Arbitrage -- 5.3 Convertible Bonds Arbitrage Practice -- 5.4 Reverse Repurchase with Risk-Free Financial Instruments -- 6 Quantitative Investment Strategy Cases -- 6.1 Mean Reversion, the Investment Opportunity against Market -- 6.2 Build Quantitative Trading Model of Upswing Buying and Downswing Selling with R -- 6.3 Build Quantitative Model of Pairs Trading with R -- 6.4 Fund Accounting System Design and Implementation -- 6.5 Data Interpretation of Machine Gene Investment -- Epilogue -- Appendix: Docker Installation in Ubuntu -- Index