December 2013
Beginner to intermediate
286 pages
5h 46m
English
Content preview from F# for Quantitative FinanceBecome an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
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Functional languages in quantitative finance
In the preceding example code, we saw that parsing data from a file and extracting various information is straightforward, and results in code that is both easy to read and understand. That's one of the highlights of F#, not less important in quantitative finance where code can be complex and hard to follow and comprehend in many languages.
Let's illustrate the preceding statements with another example. The data in the CSV file in the previous sample application was sorted with the most recent date first. If we want the data to be ordered in a more natural way, lowest date first and so on, we can simply reverse the entire list in the following way:
/// Reverses the price data from the CSV-file let reversePrices ...
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O’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.Julian F.
I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.Addison B.
I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.Amir M.
I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.