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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Chapter 7. Getting Started with Order Types and Market Data
In this chapter you will learn how to model order types and market data and various types of feeds in F#.
In this chapter you will learn:
- Modeling Order Types
- Modeling Market data
- Implementing simple pretrade risk analysis
- Using function composition and currying
Introducing orders
Typically, orders are instructions from the buyer's side to the seller's side regarding how to buy and sell financial instruments. These orders are standardized to some extent. In most situations, the orders and order types are determined by the broker used and the exchange.
Order types
Order types are the types of orders that are found in trading systems and on exchanges in general. Often you look at market orders, ...
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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.