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Practical C# and WPF for Financial Markets

Practical C# and WPF for Financial Markets

ISBN: 9780979372551, Publish Date: 2016, Paperback: $99.99
You can order paperback book from Amazon

This book provides a complete explanation of .NET programming in quantitative finance. It demonstrates how to implement quant models and backtest trading strategies using C#, WPF, and MVVM pattern. It pays special attention to creating business applications and reusable C# libraries that can be directly used to solve real-world problems in quantitative finance. Click here for more information.

eBook: $69.99

About this Book

The book "Practical C# and WPF for Financial Markets - Advanced C#, WPF, and MVVM Programming for Quant Developers/Analysts and Individual Traders has just been published. This book follows the same style of my previous books on .NET programming and emphasizes the practility of C# and WPF to financial applications. It will provide all the tools you need to develop professional financial applications using the C#, WPF, and MVVM pattern based on the .NET 4.5 Framework. I hope this book will be useful for quant developers, quant analysts, individual traders, .NET programmers, and students of all skill levels.

This book is written with the intention of providing a complete and comprehensive explanation of C# and WPF programming in quantitative finance. It pays special attention to creating various business applications and reusable .NET libraries that can be used directly in real-world finance applications. Much of this book contains original work based on my own programming experience when I have been developing business applications for quantitative analysis in financial field.

Practical C# and WPF for Financial Markets provides everything you need to create your own advanced applications in quantitative finance and reusable packages using C# and WPF based on MVVM pattern. It shows you how to use C# and WPF to create a variety of financial applications that range from simple database, market data API, data visualization, quantitative analysis to pricing equity options and complex fixed income instruments, machine learning, and trading strategy development. I will try my best to introduce you to C# and WPF programming in quantitative finance in a simple way – simple enough to be easily followed by a quant or .NET developer who has basic prior experience in developing business applications using .NET technology

This book contains:

  • A complete, in-depth instruction on practical quantitative finance programming with C#, WPF, and MVVM. After reading this book and running the example programs, you will be able to create various sophisticated business applications in quantitative finance.
  • Ready-to-run example programs that allow you to explore the quantitative finance programming techniques described in the book. You can use these examples to understand how the algorithms in finance work. You can modify the code examples or add new features to them to form the basis of your own projects. Some of the example code listings provided in this book are already sophisticated programming packages in quantitative finance that you can use directly in your own real-world business applications.
  • Many classes in the sample code listings that you will find useful in your quant development. These classes include charting libraries, various quantitative analysis models, pricing engines for options and fixed income instruments, machine learning for trading strategy development and back-testing, and the other useful utility classes. You can extract these classes and plug them into your own business applications.


Gincker Platform allows you to create charts/graphics, build and test machine-learning models, as well as perform technical analysis in finance without the need of writing any code. Click this link to start Gincker.