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by Timothy Washington
Clojure for Finance
Clojure for Finance
Table of Contents
Clojure for Finance
Credits
About the Author
About the Reviewers
www.PacktPub.com
Support files, eBooks, discount offers, and more
Why subscribe?
Free access for Packt account holders
Preface
What this book covers
What you need for this book
Who this book is for
Conventions
Reader feedback
Customer support
Downloading the example code
Errata
Piracy
Questions
1. Orientation – Addressing the Questions Clojure Answers
Notions of computation
Notions of finance
Concrete types of computation
Tooling
A first look at Clojure's core functions
Primitives
Collections
Summary
2. First Principles and a Useful Way to Think
Modeling stock price activity
Function evaluation
First-class functions
Lazy evaluation
Basic Clojure functions and immutability
Namespaces and creating our first function
The Read-Eval-Print-Loop
Basic data structures
Macros and more in-depth data transformation
Elaborating our equation
Summary
3. Developing the Simple Moving Average
Perception and representation
Knowing the data input
Knowing the data output
Reasoning about the equation needed to achieve our output
Understanding Vars and bindings
Working with lazy sequences
Implementing our equation
Destructuring
Summary
4. Strategies for Calculating and Manipulating Data
Our first refactor – the price list
The exponential moving average
The Bollinger Bands
Summary
5. Traversing Data, Branching, and Conditional Dispatch
Our second refactor – the generate prices function
Polynomial expressions
A sine wave
Stitching the pieces together
Surveying the function landscape
Traversing data
Branching and conditional dispatch
First order functions
Applying functions
Summary
6. Surveying the Landscape
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 parallelism
Type systems
Comparing Clojure with object orientation
Comparing Clojure with FP and strong typing
Summary
7. Dealing with Side Effects
Simple writing
Extensible Data Notation
Devising a persistence strategy
Consuming from a data stream
Using a componentized architecture
Summary
8. Strategies for Using Macros
Simple reading
Functions for querying a system
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
Separate OR AND lookups
Deriving a query language using macros
Summary
9. Building Algorithms – Strategies to Manipulate and Compose Functions
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
Index
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Prev
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Cover
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Clojure for Finance
Table of Contents
Clojure for Finance
Credits
About the Author
About the Reviewers
www.PacktPub.com
Support files, eBooks, discount offers, and more
Why subscribe?
Free access for Packt account holders
Preface
What this book covers
What you need for this book
Who this book is for
Conventions
Reader feedback
Customer support
Downloading the example code
Errata
Piracy
Questions
1. Orientation – Addressing the Questions Clojure Answers
Notions of computation
Notions of finance
Concrete types of computation
Tooling
A first look at Clojure's core functions
Primitives
Collections
Summary
2. First Principles and a Useful Way to Think
Modeling stock price activity
Function evaluation
First-class functions
Lazy evaluation
Basic Clojure functions and immutability
Namespaces and creating our first function
The Read-Eval-Print-Loop
Basic data structures
Macros and more in-depth data transformation
Elaborating our equation
Summary
3. Developing the Simple Moving Average
Perception and representation
Knowing the data input
Knowing the data output
Reasoning about the equation needed to achieve our output
Understanding Vars and bindings
Working with lazy sequences
Implementing our equation
Destructuring
Summary
4. Strategies for Calculating and Manipulating Data
Our first refactor – the price list
The exponential moving average
The Bollinger Bands
Summary
5. Traversing Data, Branching, and Conditional Dispatch
Our second refactor – the generate prices function
Polynomial expressions
A sine wave
Stitching the pieces together
Surveying the function landscape
Traversing data
Branching and conditional dispatch
First order functions
Applying functions
Summary
6. Surveying the Landscape
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 parallelism
Type systems
Comparing Clojure with object orientation
Comparing Clojure with FP and strong typing
Summary
7. Dealing with Side Effects
Simple writing
Extensible Data Notation
Devising a persistence strategy
Consuming from a data stream
Using a componentized architecture
Summary
8. Strategies for Using Macros
Simple reading
Functions for querying a system
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
Separate OR AND lookups
Deriving a query language using macros
Summary
9. Building Algorithms – Strategies to Manipulate and Compose Functions
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
Index
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