Chris Donnan : Programming – Brooklyn Style
software, trading, family, fun
Good reads…
Posted programming on Sunday, July 5th, 2009.
Posted programming on Sunday, July 5th, 2009.
Been reading lots…
Finance, microstructure:
- A Dynamic Model of the Limit Order Book
- liquidity supply in a pure limit order book market
- Optimal liquidation against a Markovian limit order book
- Fluctuations and response in financial markets
Languages:
- Expert F# Hardback (Expert’s Voice in .Net)
- Programming Clojure (Pragmatic Programmers)
- Why Functional Programming Matters
Distributed computation:
Just good readin’
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