Who this book is for
This book is for anyone interested in writing F# code in the financial domain, with a quantitative approach. The book is mainly intended to be a source of inspiration and uses a lot of working code examples to illustrate both the concepts of finance and F# as a functional language.
At the end of the book we develop a simple trading system for volatility arbitrage. Details about orders and the FIX protocol are explained, as well as the theory behind the strategy itself. This may work as a foundation for anyone interested in developing their own trading system based on options and volatility.
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