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

Chapter 4. Getting Started with Data Visualization

In this chapter, you will learn how to get started with data visualization and build graphical user interfaces (GUIs) in F#. In quantitative finance, it is essential to be able to plot and visualize time series. F# is a great tool for this and we'll learn how to use F# as an advanced graphical calculator using F# Interactive.

The content in this chapter will be used throughout the book whenever user interfaces are needed. In this chapter you will learn:

  • Programming of basic GUI in F# and .NET

  • Plotting data using Microsoft Charts

  • Plotting financial data

  • Building an interactive GUI