Knowledge Base

From Quantitative Finance

This section is a potpourri of tips, tricks, recipes and, in some cases, essays on finance, mathematics, and programming. Unlike Resources and Reading List, these are my original contributions unless otherwise stated.

1 Finance
2 Programming
3 Miscellaneous

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Finance

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Fundamentals

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Foreign Exchange

Foreign Exchange

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Mathematics

Mathematical Finance

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Programming

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Software Engineering

Object-Oriented Design Heuristics — Arthur J. Riel's object-oriented design heuristics.

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C++

General — a collection of C++ tips, tricks, recipes, and general wisdom.
Effective C++
More Effective C++
Effective STL
Boost.Python Step by Step — my tutorial on Boost.Python, a Boost C++ library for building hybrid systems in Python and C++. Historically, much of the code in scientific computing and quantitative finance is written in C++. But it is generally far more convenient to deal with high-level languages, such as Python. Boost.Python attempts to bridge this gap by facilitating the creation of Python wrappers for C++.

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C#

General — a collection of C# tips, tricks, recipes, and general wisdom.
User defined functions and add-ins in Excel

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Java

General — a collection of Java tips, tricks, recipes, and general wisdom.
Effective Java

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Python

General — a collection of Python tips, tricks, recipes, and general wisdom.
Boost.Python Step by Step — my tutorial on Boost.Python, a Boost C++ library for building hybrid systems in Python and C++. Historically, much of the code in scientific computing and quantitative finance is written in C++. But it is generally far more convenient to deal with high-level languages, such as Python. Boost.Python attempts to bridge this gap by facilitating the creation of Python wrappers for C++.

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