Book Image

F# for Quantitative Finance

By : Johan Astborg
Book Image

F# for Quantitative Finance

By: Johan Astborg

Overview of this book

F# is a functional programming language that allows you to write simple code for complex problems. Currently, it is most commonly used in the financial sector. Quantitative finance makes heavy use of mathematics to model various parts of finance in the real world. If you are interested in using F# for your day-to-day work or research in quantitative finance, this book is a must-have.This book will cover everything you need to know about using functional programming for quantitative finance. Using a functional programming language will enable you to concentrate more on the problem itself rather than implementation details. Tutorials and snippets are summarized into an automated trading system throughout the book.This book will introduce you to F#, using Visual Studio, and provide examples with functional programming and finance combined. The book also covers topics such as downloading, visualizing and calculating statistics from data. F# is a first class programming language for the financial domain.
Table of Contents (17 chapters)
F# for Quantitative Finance
Credits
About the Author
About the Reviewers
www.PacktPub.com
Preface
Index

Displaying data


Displaying and visualizing data is essential to get a better understanding of its characteristics. Also, data is at its core in quantitative finance. F# is a sharp tool for data analysis and visualization. A majority of the functionalities of visualization and user interfaces comes from the .NET platform. Together with the exploratory characteristics of F#, especially through F# Interactive, the combination becomes very efficient and powerful.

Let's start out by using F# Interactive to create a form that will display data feed to it. This means we will have a form that can change the content at runtime, without the need for recompiling. The controls in the form are also interchangeable:

// The form
open System
open System.Drawing
open System.Windows.Forms

let form = new Form(Visible = true, Text = "Displaying data in F#",TopMost = true, Size = Drawing.Size(600,600))

let textBox = 
    new RichTextBox(Dock = DockStyle.Fill, Text = "This is a text box that we can feed data...