Book picks similar to
C++ for Quantitative Finance by Michael L. Halls-Moore


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Schaum's Outline of Programming with C


Byron S. Gottfried - 1989
    Includes some discussion of the Turbo C++ operating environment, as well as useful information on operators and expressions, data input and output, control sttements, functions, program structure, and arrays.

Sams Teach Yourself C++ in One Hour a Day


Siddhartha Rao - 2008
    Master the fundamentals of C++ and object-oriented programming Understand how C++11 features help you write compact and efficient code using concepts such as lambda expressions, move constructors, and assignment operators Learn the Standard Template Library, including containers and algorithms used in most real-world C++ applications Test your knowledge and expertise using exercises at the end of every lesson Learn on your own time, at your own pace: No previous programming experience required Learn C++11, object-oriented programming, and analysis Write fast and powerful C++ programs, compile the source code with a gcc compiler, and create executable files Use the Standard Template Library's (STL) algorithms and containers to write feature-rich yet stable C++ applications Develop sophisticated programming techniques using lambda expressions, smart pointers, and move constructors Learn to expand your program's power with inheritance and polymorphism Master the features of C++ by learning from programming experts Learn C++11 features that allow you to program compact and high-performance C++ applications TABLE OF CONTENTSPART I: THE BASICS LESSON 1: Getting Started with C++11 LESSON 2: The Anatomy of a C++ Program LESSON 3: Using Variables, Declaring Constants LESSON 4: Managing Arrays and Strings LESSON 5: Working with Expressions, Statements, and Operators LESSON 6: Controlling Program Flow LESSON 7: Organizing Code with Functions LESSON 8: Pointers and References Explained PART II: FUNDAMENTALS OF OBJECT-ORIENTED C++ PROGRAMMING LESSON 9: Classes and Objects LESSON 10: Implementing Inheritance LESSON 11: Polymorphism LESSON 12: Operator Types and Operator Overloading LESSON 13: Casting Operators LESSON 14: An Introduction to Macros and Templates PART III: LEARNING THE STANDARD TEMPLATE LIBRARY (STL) LESSON 15: An Introduction to the Standard Template LibraryLESSON 16: The STL String ClassLESSON 17: STL Dynamic Array ClassesLESSON 18: STL list and forward_listLESSON 19: STL Set ClassesLESSON 20: STL Map ClassesPART IV: MORE STL LESSON 21: Understanding Function ObjectsLESSON 22: C++11 Lambda ExpressionsLESSON 23: STL AlgorithmsLESSON 24: Adaptive Containers: Stack and QueueLESSON 25: Working with Bit Flags Using STLPART V: ADVANCED C++ CONCEPTS LESSON 26: Understanding Smart PointersLESSON 27: Using Streams for Input and OutputLESSON 28: Exception HandlingLESSON 29: Going Forward APPENDIXES A: Working with Numbers: Binary and Hexadecimal B: C++ Keywords C: Operator Precedence D: Answers E: ASCII Codes

The Anatomy of the Swipe: Making Money Move


Ahmed Siddiqui - 2020
    Yet, not many people understand how payment systems in the US work. Those that do "get it" are unlocking multi-billion dollar opportunities. If you've ever wondered what happens when you actually swipe/dip/tap your credit card or debit card then The Anatomy of the Swipe breaks down the details in the simplest manner possible. Here are some questions answered within these pages:How does money move from my credit card to my favorite coffee shop? How can I build a neo-bank? How can I build my own debit or credit card? How can I accept card based payments? The Anatomy of the Swipe speaks to software developers and entrepreneurs who are looking at implementing card-based payments for the first time, merchants who want to be able to accept payments for a website or store, or those who want to issue their own debit/credit card. This book walks beginners through modern innovations created because of card-based payments, as well as the motivations and revenue models of each party in the payments ecosystem.

AWS Well-Architected Framework (AWS Whitepaper)


Amazon Web Services - 2015
    By using the Framework you will learn architectural best practices for designing and operating reliable, secure, efficient, and cost-effective systems in the cloud.

Joy of Business


Simone Milasas - 2012
    It can be the adventure of LIVING. Australia's Simone Milasas is a dynamic business leader with a difference. She is the worldwide coordinator of Access Consciousness (www.accessconsciousness.com), the founder of Good Vibes For You (www.goodvibesforyou.com), and the creative spark that ignited The Joy of Business (www.accessjoyofbusiness.com). "I LOVED reading this book. It has changed so many things for me. I see the places in business where I stuck only one toe in the water rather than choosing the adventure of immersing my whole body and being. I have also become more aware of how to communicate with people whose style of communication is different from mine. Holy moly, that is huge! Thank you, Simone, for reminding me of how differently I do business and that anything is possible-no matter what anyone else says.' -Diva Diaz, Australia.

Inside the Black Box: The Simple Truth about Quantitative Trading


Rishi K. Narang - 2009
    His explanation and classification of alpha will enlighten even a seasoned veteran." ?Blair Hull, Founder, Hull Trading & Matlock Trading"Rishi provides a comprehensive overview of quantitative investing that should prove useful both to those allocating money to quant strategies and those interested in becoming quants themselves. Rishi's experience as a well-respected quant fund of funds manager and his solid relationships with many practitioners provide ample useful material for his work." ?Peter Muller, Head of Process Driven Trading, Morgan Stanley"A very readable book bringing much needed insight into a subject matter that is not often covered. Provides a framework and guidance that should be valuable to both existing investors and those looking to invest in this area for the first time. Many quants should also benefit from reading this book." ?Steve Evans, Managing Director of Quantitative Trading, Tudor Investment Corporation"Without complex formulae, Narang, himself a leading practitioner, provides an insightful taxonomy of systematic trading strategies in liquid instruments and a framework for considering quantitative strategies within a portfolio. This guide enables an investor to cut through the hype and pretense of secrecy surrounding quantitative strategies." ?Ross Garon, Managing Director, Quantitative Strategies, S.A.C. Capital Advisors, L.P."Inside the Black Box is a comprehensive, yet easy read. Rishi Narang provides a simple framework for understanding quantitative money management and proves that it is not a black box but rather a glass box for those inside." ?Jean-Pierre Aguilar, former founder and CEO, Capital Fund Management"This book is great for anyone who wants to understand quant trading, without digging in to the equations. It explains the subject in intuitive, economic terms." ?Steven Drobny, founder, Drobny Global Asset Management, and author, Inside the House of Money"Rishi Narang does an excellent job demystifying how quants work, in an accessible and fun read. This book should occupy a key spot on anyone's bookshelf who is interested in understanding how this ever increasing part of the investment universe actually operates."?Matthew S. Rothman, PhD, Global Head of Quantitative Equity Strategies Barclays Capital"Inside the Black Box provides a comprehensive and intuitive introduction to "quant" strategies. It succinctly explains the building blocks of such strategies and how they fit together, while conveying the myriad possibilities and design details it takes to build a successful model driven investment strategy." ?Asriel Levin, PhD, Managing Member, Menta Capital, LLC

Volatility Trading (Wiley Trading)


Euan Sinclair - 2008
    With an accessible, straightforward approach. He guides traders through the basics of option pricing, volatility measurement, hedging, money management, and trade evaluation. In addition, Sinclair explains the often-overlooked psychological aspects of trading, revealing both how behavioral psychology can create market conditions traders can take advantage of-and how it can lead them astray. Psychological biases, he asserts, are probably the drivers behind most sources of edge available to a volatility trader. Your goal, Sinclair explains, must be clearly defined and easily expressed-if you cannot explain it in one sentence, you probably aren't completely clear about what it is. The same applies to your statistical edge. If you do not know exactly what your edge is, you shouldn't trade. He shows how, in addition to the numerical evaluation of a potential trade, you should be able to identify and evaluate the reason why implied volatility is priced where it is, that is, why an edge exists. This means it is also necessary to be on top of recent news stories, sector trends, and behavioral psychology. Finally, Sinclair underscores why trades need to be sized correctly, which means that each trade is evaluated according to its projected return and risk in the overall context of your goals. As the author concludes, while we also need to pay attention to seemingly mundane things like having good execution software, a comfortable office, and getting enough sleep, it is knowledge that is the ultimate source of edge. So, all else being equal, the trader with the greater knowledge will be the more successful. This book, and its companion CD-ROM, will provide that knowledge. The CD-ROM includes spreadsheets designed to help you forecast volatility and evaluate trades together with simulation engines.

PYTHON: PROGRAMMING: A BEGINNER’S GUIDE TO LEARN PYTHON IN 7 DAYS


Ramsey Hamilton - 2016
    Python is a beautiful computer language. It is simple, and it is intuitive. Python is used by a sorts of people – data scientists use it for much of their number crunching and analytics; security testers use it for testing out security and IT attacks; it is used to develop high-quality web applications and many of the large applications that you use on the internet are also written in Python, including YouTube, DropBox, and Instagram. Are you interested in learning Python? Then settle in and learn the basics in just 7 days - enough for you to be comfortable in moving on to the next level without any trouble.Are you interested in learning Python? Then settle in and learn the basics in just 7 days - enough for you to be comfortable in moving on to the next level without any trouble. In this book you'll learn: Setting Up Your Environment Let’s Get Programming Variables and Programs in Files Loops, Loops and More Loops Functions Dictionaries, Lists, and Tuples The “for” Loop Classes Modules File Input/Output Error Handling and much more! Now it's time for you to start your journey into Python programming! Click on the Buy Now button above and get started today!

A Practical Guide to Quantitative Finance Interviews


Xinfeng Zhou - 2008
    In this book we analyze solutions to more than 200 real interview problems and provide valuable insights into how to ace quantitative interviews. The book covers a variety of topics that you are likely to encounter in quantitative interviews: brain teasers, calculus, linear algebra, probability, stochastic processes and stochastic calculus, finance and programming.

Algorithmic Trading: Winning Strategies and Their Rationale


Ernest P. Chan - 2013
    What sets this book apart from many others in the space is the emphasis on real examples as opposed to just theory. Concepts are not only described, they are brought to life with actual trading strategies, which give the reader insight into how and why each strategy was developed, how it was implemented, and even how it was coded. This book is a valuable resource for anyone looking to create their own systematic trading strategies and those involved in manager selection, where the knowledge contained in this book will lead to a more informed and nuanced conversation with managers."--DAREN SMITH, CFA, CAIA, FSA, President and Chief Investment Officer, University of Toronto Asset Management"Using an excellent selection of mean reversion and momentum strategies, Ernie explains the rationale behind each one, shows how to test it, how to improve it, and discusses implementation issues. His book is a careful, detailed exposition of the scientific method applied to strategy development. For serious retail traders, I know of no other book that provides this range of examples and level of detail. His discussions of how regime changes affect strategies, and of risk management, are invaluable bonuses."--Roger Hunter, Mathematician and Algorithmic Trader

Models.Behaving.Badly.: Why Confusing Illusion with Reality Can Lead to Disaster, on Wall Street and in Life


Emanuel Derman - 2011
    The reliance traders put on such quantitative analysis was catastrophic for the economy, setting off the series of financial crises that began to erupt in 2007 with the mortgage crisis and from which we're still recovering. Here Derman looks at why people--bankers in particular--still put so much faith in these models, and why it's a terrible mistake to do so.Though financial models imitate the style of physics by using the language of mathematics, ultimately they deal with human beings. Their similarity confuses the fundamental difference between the aims and possible achievements of the phsyics world and that of the financial world. When we make a model involving human beings, we are trying to force the ugly stepsister's foot into Cinderella's pretty glass slipper.  It doesn't fit without cutting off some of the essential parts. Physicists and economists have been too enthusiastic to recognize the limits of their equations in the sphere of human behavior--which of course is what economics is all about.  Models.Behaving.Badly. includes a personal account Derman's childhood encounter with failed models--the utopia of the kibbutz, his experience as a physicist on Wall Street, and a look at the models quants generated: the benefits they brought and the problems they caused. Derman takes a close look at what a model is, and then he highlights the differences between the success of modeling in physics and its relative failure in economics.  Describing the collapse of the subprime mortgage CDO market in 2007, Derman urges us to stop relying on these models where possible, and offers suggestions for mending these models where they might still do some good.  This is a fascinating, lyrical, and very human look behind the curtain at the intersection between mathematics and human nature.

Professional ASP.NET Design Patterns


Scott Millett - 2008
    Design patterns are time-tested solutions to recurring problems, letting the designer build programs on solutions that have already proved effective Provides developers with more than a dozen ASP.NET examples showing standard design patterns and how using them helpsbuild a richer understanding of ASP.NET architecture, as well as better ASP.NET applications Builds a solid understanding of ASP.NET architecture that can be used over and over again in many projects Covers ASP.NET code to implement many standard patterns including Model-View-Controller (MVC), ETL, Master-Master Snapshot, Master-Slave-Snapshot, Facade, Singleton, Factory, Single Access Point, Roles, Limited View, observer, page controller, common communication patterns, and more

Creating Mobile Apps with Xamarin.Forms: Cross-Platform C# Programming for iOS, Android, and Windows Phone


Charles Petzold - 2014
    Xamarin.Forms lets you write shared user-interface code in C# and XAML that maps to native controls on these three platforms.

Communicating the User Experience: A Practical Guide for Creating Useful UX Documentation


Richard Caddick - 2011
    This indispensible and full-color book provides practical guidance on this growing field and shares valuable UX advice that you can put into practice immediately on your own projects. The authors examine why UX is gaining so much interest from web designers, graduates, and career changers and looks at the new UX tools and ideas that can help you do your job better. In addition, you'll benefit from the unique insight the authors provide from their experiences of working with some of the world's best-known companies, learning how to take ideas from business requirements, user research, and documentation to create and develop your UX vision.Explains how to create documentation that clearly communicates the vision for the UX design and the blueprint for how it's going to be developed Provides practical guidance that you can put to work right away on their own projects Looks at the new UX tools and ideas that are born every day, aimed at helping you do your job better and more efficiently Covers a variety of topics including user journeys, task models, funnel diagrams, content audits, sitemaps, wireframes, interactive prototypes, and more Communicating the User Experience is an ideal resource for getting started with creating UX documentation.

Machine Learning for Dummies


John Paul Mueller - 2016
    Without machine learning, fraud detection, web search results, real-time ads on web pages, credit scoring, automation, and email spam filtering wouldn't be possible, and this is only showcasing just a few of its capabilities. Written by two data science experts, Machine Learning For Dummies offers a much-needed entry point for anyone looking to use machine learning to accomplish practical tasks.Covering the entry-level topics needed to get you familiar with the basic concepts of machine learning, this guide quickly helps you make sense of the programming languages and tools you need to turn machine learning-based tasks into a reality. Whether you're maddened by the math behind machine learning, apprehensive about AI, perplexed by preprocessing data--or anything in between--this guide makes it easier to understand and implement machine learning seamlessly.Grasp how day-to-day activities are powered by machine learning Learn to 'speak' certain languages, such as Python and R, to teach machines to perform pattern-oriented tasks and data analysis Learn to code in R using R Studio Find out how to code in Python using Anaconda Dive into this complete beginner's guide so you are armed with all you need to know about machine learning!