Practical Quantitative Finance with ASP.NET Core and Angular
About this ebook
Overview of ASP.NET Core and Angular, which is necessary to create SPA for quantitative finance.
Step-by-step approaches to create a variety of Angular compatible real-time stock charts and technical indicators using ECharts and TA-Lib.
Introduction to access market data from online data sources using .NET Web API and Angular service, including EOD, intraday, real-time stock quotes, interest rates.
Detailed procedures to price equity options and fixed-income instruments using QuantLib, including European/American/Barrier/Bermudan options, bonds, CDS, as well as related topics such as cash flows, term structures, yield curves, discount factors, and zero-coupon bonds.
Detailed explanation to linear analysis and machine learning in finance, which covers linear regression, PCA, KNN, SVM, and neural networks.
In-depth descriptions of trading strategy development and back-testing for crossover and z-score based trading signals.
About the author
Dr. Jack Xu has a PhD in theoretical physics. He has over 25 years programming experience in C, C++, MATLAB, C#, WPF, ASP.NET, Angular, JavaScript frameworks, specializing in numerical computation methods, algorithms, graphical user interfaces, and web applications. Recently, he works as a quantitative analyst and developer on Wall Street, and is responsible for quantitative analysis, back-testing, trading strategy development, and real-time trading system design and implementation.
You can visit his website at https://drxudotnet.com for more information about Dr. Xu's book.
He also creates a charts and graphics playground at gincker.com/graphics, which allows users to create various charts and graphics by simply entering a math formula, pasting a dataset, or uploading a data file; and without the need to write a single line of code.
He also created a YouTube Channel on Practical Programming at: https://www.youtube.com/
