Tag: functional-programming
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C# Parallel Processing for Stock Paths simulation
Good evening everyone! 2013 hasn’t started very well for me as I’ve been sick for the past week and completely unable to work on anything even on a bit of CFA. Thankfully, I’m now starting to get better and I can again put a few words – or pieces of code – together. I decided…
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Why should we use functional programming: a simple example
Good evening, I’m just taking the time to add more content on functional programming. When I talk about this paradigm with programmers who haven’t had the time to work with it, they always tell me that the code is difficult to understand and that it would be difficult to maintain. I would like to show…
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Asynchronous Financial Data processing using F#
Hi everyone, I was looking at a book to find some algorithm to detect clusters within financial data. I managed to find a decent algorithm for that matter, but I then wanted to test it on some real data. Hence, I had to get the data from somewhere and I chose to use Yahoo! Finance.…
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Functional approach to portfolio modeling
Good evening everybody, I’ve been paying attention to portfolio modelling for the past few months. When you tackle such problem, you first try to think about how you could represent a portfolio as an object so that you can dive into your C#/C++/Java code so that you can start making money ASAP. However, you’ll soon…