Tag: .Net
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LINQPad, an essential tool for .Net programmers
Good evening everyone, Since I started this blog I wrote a few posts about computer science and programming in particular, but I recently realized that I hardly ever discuss which tools I recommend. The reason why I thought it was a waste of time is because most of the time, blogger will talk about a…
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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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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…