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F# for Quantitative Finance
book

F# for Quantitative Finance

by Johan Astborg
December 2013
Beginner to intermediate
286 pages
5h 46m
English
Packt Publishing
Content preview from F# for Quantitative Finance

Looking at possible additions to the system

In this section, we'll look at possible additions to the trading system we have developed. The ideas here can work as inspiration for an interested reader. Trading systems involve topics from many areas in finance and computer science. The trading system developed here is rather elementary and is mainly for illustrative purposes.

Improving the data feed

The data feed used here isn't an actual feed; it's more of a data service. A data feed is as the name suggests: a feed of data. The data feed will provide a continuous stream of the market data to the application and follows a publisher-subscriber pattern. It's not easy to find a data feed provider that delivers data for free. The following is a list of ...

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Publisher Resources

ISBN: 9781782164623Other