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

Learning about arithmetic comparisons


Arithmetic comparisons are used to compare two numbers for relationships. It's good to know all the operators that are shown in the following table:

Operator

Example

Description

<

x < y

Less than

<=

x <= y

Less than or equal to

>

x > y

Greater than

>=

x >= y

Greater than or equal to

(=)

x = y

Equality

<>

x <> y

Inequality

min

min x y

Minimum

max

max x y

Maximum

Some examples of arithmetic comparisons are as follows:

> 5.0 = 5.0;;
val it : bool = true
> 1 < 4;;
val it : bool = true
> 1.0 > 3.0;;
val it : bool = false

It is also worth noticing that you can't compare numbers of different types in F#. To do this, you have to convert one of them as follows:

> 5.0 >= 10;;
  5.0 >= 10
  -------^^
stdin(10,8): error FS0001: This expression was expected to have type float but here has type int