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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Executing the trading strategy using a framework
The trading strategy is executed through onMarketData when the downloading of data is completed/successful (it sends a message to the agent). If any error occurs, notify the agent. Everything is logged to a SQL backend (SQL Server).
The trading strategy will have six callable functions:
onInit: This function is called when a strategy is initializedonStart: This function is called when the strategy startsonStop: This function is called when the strategy stopsonMarketData: This function is called whenever new market data arrivesonTradeExecution: This function is called whenever a trade is executedonError: This function is called with every error that occurs
The trading strategy will be implemented as ...
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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.
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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.