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Clojure for finance : leverage the power and flexibility of the Clojure language for finance /
Leverage the power and flexibility of the Clojure language for financeAbout This Book Apply the Clojure programming language in financial analytics and to build financial applications Work with high-level mathematical abstractions without having to implement low-level code for financial operations....
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Birmingham, UK :
Packt Publishing,
2016.
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| Colección: | Community experience distilled.
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| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Cover; Copyright; Credits; About the Author; About the Reviewers; www.PacktPub.com; Table of Contents; Preface; Chapter 1: Orientation
- Addressing the Questions Clojure Answers; Chapter 2: First Principles and a Useful Way to Think; Chapter 3: Developing the Simple Moving Average; Chapter 4: Strategies for Calculating and Manipulating Data; Chapter 5: Traversing Data, Branching, and Conditional Dispatch; Chapter 6: Surveying the Landscape; Chapter 7: Dealing with Side Effects; Chapter 8: Strategies for Using Macros.
- Chapter 9: Building Algorithms
- Strategies to Manipulate and Compose FunctionsIndex; Notions of computation; Notions of finance; Concrete types of computation; Tooling; A first look at Clojure's core functions; Summary; Modeling stock price activity; Function evaluation; First-class functions; Lazy evaluation; Basic Clojure functions and immutability; Namespaces and creating our first function; Basic data structures; Summary; Perception and representation; Knowing the data input; Knowing the data output; Reasoning about the equation needed to achieve our output.
- Understanding Vars and bindingsWorking with lazy sequences; Implementing our equation; Destructuring; Summary; Our first refactor
- the price list; The exponential moving average; The Bollinger Bands; Summary; Our second refactor
- the generate prices function; Polynomial expressions; A sine wave; Stitching the pieces together; Surveying the function landscape; First order functions; Applying functions; Summary; Scalar data types; Numbers and precision; A review of collections; Data transformation patterns and principles; Clojure's model of state and identity; Introducing side effects.
- Concurrency and parallelismType systems; Comparing Clojure with object orientation; Comparing Clojure with FP and strong typing; Summary; Simple writing; Extensible Data Notation; Devising a persistence strategy; Consuming from a data stream; Using a componentized architecture; Summary; Simple reading; Functions for querying a system; Separate OR AND lookups; Deriving a query language using macros; Summary; Structuring our data for further analysis; A third refactor of the analytic functions; Signals using moving averages; The Relative Strength Index; Bollinger Band signals; Summary.
- PrimitivesCollections; The Read-Eval-Print-Loop; Macros and more in-depth data transformation; Elaborating our equation; Traversing data; Branching and conditional dispatch; An example of a regular expression; A basic lookup; Flattening structures; A more expressive lookup; A simple query language; Variable argument functions; The :pre and :post function conditions; The juxt higher order function.