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

Connecting to Microsoft SQL Server


This chapter will assume you have a running instance of Microsoft SQL Server either on your local machine, as part of Visual Studio 2012, or on a remote machine with access permissions as shown in the following screenshot:

The steps for connecting to Microsoft SQL Server are as follows:

  1. Navigate to VIEW | Server Explorer.

  2. Right-click on Data Connections, and choose Add connection.

  3. Select Microsoft SQL Server (SqlClient) as the Data Source.

  4. Choose the local machine if you have Microsoft SQL Server installed locally.

  5. Select Use Windows Authentication.

  6. Specify the name of the database. From now on, we'll refer to our database as TradingSystem.

  7. To test whether the setup is successful, press Test Connection in the lower-left corner.

  8. Press OK.

  9. Then you will encounter a dialog asking if you want to create it, press Yes.

  10. Now we have the database for our project, and next we'll add the tables needed for the project. To do this, open VIEW | SQL Server Object Explorer. It will...