In this chapter, we looked into using F# for investigating different aspects of volatility. Volatility is an interesting dimension of finance where you quickly dive into complex theories and models. Here it's very much helpful to have a powerful tool such as F# and F# Interactive. We've just scratched the surface of options and volatility in this chapter. There is a lot more to cover, but that's outside the scope of this book.
Most of the content here will be used in the trading system that we will develop in the following chapters of this book. In the next chapter, we'll begin to look at the first pragmatic building blocks of our trading system: orders and order types. We'll also cover some aspects of pre-trade risk and how F# can help us model these.