Quantitative Finance with OCaml(qcaml.com)
49 points by leonry | 9 comments
Online book teaching quantitative finance with OCaml, covering derivatives pricing, risk, credit modeling, trading algorithms, and financial infrastructure.
2 stories tagged trading-systems, newest first.
49 points by leonry | 9 comments
Online book teaching quantitative finance with OCaml, covering derivatives pricing, risk, credit modeling, trading algorithms, and financial infrastructure.
416 points by sathishmanohar | 254 comments
Doug Seven's 2014 blog post recounting how a botched software deployment at Knight Capital caused massive trading losses, framed as a DevOps cautionary tale.