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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Summary
In this chapter, we looked into using F# for investigating different aspects of volatility. Volatility is an interesting dimension of finance where you quickly dive into complex theories and models. Here it's very much helpful to have a powerful tool such as F# and F# Interactive. We've just scratched the surface of options and volatility in this chapter. There is a lot more to cover, but that's outside the scope of this book.
Most of the content here will be used in the trading system that we will develop in the following chapters of this book. In the next chapter, we'll begin to look at the first pragmatic building blocks of our trading system: orders and order types. We'll also cover some aspects of pre-trade risk and how F# can help ...
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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.