Table of Contents

Introduction
   Overview
   What this Book includes
   Is This Book for You?
   What Do You Need to Use This Book
   How the Book Is Organized
   Using Code Examples
   Customer Support


Chapter 1 Introduction to ASP.NET Core and Angular
   Install Visual Studio and .NET Core

   Install Node.js

   Create the SPA Project

      Create a New Application
      Update Angular
   Project Structure

   Configure ASP.NET Core App and Angular

   Set up Angular Material

      Bootstrap
      Bootstrap or Angular Material?
      Install Angular Material
      Import Material Modules
   Set up Navigation

      Change Layout
      Update Home Page
      Update Navigation Menu
      Use Angular Material Table

Chapter 2 Angular Basics
   TypeScript

      Static Types
      Class
      Module
      ES2017 (ES8) Feature Support
   Structure of Angular App

      Angular App Entry Point
      Root Module
      Root Component
      Routing and Navigation
      Main HTML Page
   Data Binding

      Interpolation Binding
      One-Way Binding
      Event Binding
      Two-Way Binding
   Directives

      Structural Directives
      Attribute Directives
      Custom Directives

Chapter 3 Database and Web Services
   Data Model

      Connection String
      Define Model Data Types
      Define Data Context
      Initialize Database
      Add Stock Tickers to Database
      Add Stock Prices to Database
      Add Index Data to Database
      Check Database
   ASP.NET Core Web Service

      Create Web Service
      GET Method
      POST Method
      PUT Method
      DELETE Method
   Angular Data Model

      Model Classes
      Repository Service
   Access Web Service Data

      Display Stock Data
      Display Stock Price Data
      Display Index Data
Chapter 4 Market Data
   Market Data from Yahoo

      Stock Data from Yahoo
      Create Repository Service in Angular
      Download Market Data from Yahoo
      Save Market Data to Database
   Market Data from IEX

      Historical Market Data
      Real-Time Stock Quotes
      Stock Data in Angular
      Real-Time Stock Quote in Angular
   Market Data from Alpha Vantage

      Create API Key Service
      EOD Stock Data
      Intraday Stock Data
      Real-Time Stock Quotes
      EOD FX Data
      Intraday FX Data
      Sector Performance Data
   Alpha Vantage Data in Angular

      EOD Stock Data
      Intraday Stock Data
      Real-Time Stock Quotes
      EOD FX Data
      Intraday FX Data
      Sector Performance Data
   Market Data from Quandl

      Create API Key Service
      EOD Stock Data
      Stock Data in Angular
   ISDA Rates from Markit

      ISDA Interest Rate API
      ISDA Interest Rates in Angular

Chapter 5 Data Visualization
   Line Charts

      Install ECharts package
      Simple Line Charts
      Multiple-Line Charts
      Line Charts with Two Y Axes
      Resizable Charts Charts
   Specialized 2D Charts

      Area Charts
      Bar Charts
      Pie Charts
      Polar Charts
   Stock Charts

      Candlestick Charts
      Candlestick and Volume Charts
      Real-Time Stock Charts
      Real-Time Stock Charts Using SignalR

Chapter 6 Linear Analysis
   Simple Linear Regression

      Implementation
      R-Squared
      What are Alpha and Beta?
      Web Service for Simple Linear Regression
      Simple Linear Regression in Angular
      SLR Results for Index Data
      SLR Results for Stocks
   Simple 2D PCA

      Implementation
      2D PCA in Angular
      2D PCA Results for Index Data
      2D PCA Results for Stocks
      Compare SLR and 2D PCA
   Multiple Linear Regressions

      Implementation
      Multiple Linear Regression in Angular
      MLR Results for Index Data
      MLR Results for Stocks
   Multiple PCA

      Implementation
      PCA in Angular
      PCA Results for Index Data
      PCA Results for Stocks

Chapter 7 Technical Indicators
   Implementation

      Helper Class
      Web Service for Technical Indictors
      Technical Indicators in Angular
   Charts for Technical Indicators

      Chart with Two Chart Areas
      Chart with Three Chart Areas
   Overlap Indicators

      Moving Average Based Indicators
      Bollinger Band Indicator
      SAR Indicator
   Momentum Indicators

      ADX Indicator
      APO Indicator
      Aroon Indicator
      BOP Indicator
      CCI Indicator
      MACD Indicator
      RSI Indicator
      Stochastic Indicator
      Williams %R Indicator
   Volume Indicators

      AD Indicator
      OBV Indicator
   Volatility Indicators

      TR Indicator
      ATR Indicator
      NATR Indicator
Chapter 8 Machine Learning
   Prepare Data for Machine learning

      Implementation
      Web Service
      Examine Processed ML Data
   KNN Classifier

      Implementation
      KNN in Angular Application
      Confusion Matrix
   Support Vector Machine

      SVM for Classification
      SVM for Regression
   Artificial Neural Networks

      Introduction to Neural Networks
      Helper Classes
      Neural Networks for Classification
      Neural Netwroks for Regression

Chapter 9 Options Pricing
   Introduction to Options

      Option Payoffs
      Option Value
   QuantLib

      Dates, Calendars, and Day Counters
      Term Structures in QuantLib
   European Options

      Black-Scholes Model
      Generalized Black-Scholes Model
      Black-Scholes Greeks
      Implied Volatility
   Pricing European Options Using QuantLib

      Helper Class and Web Service
      Option Repository in Angular
      Option Pricing in Angular
      Implied Volatility in Angular
   American Options

      BAW Approximation
      Helper Methods and Web Service
      Option Pricing in Angular
   Barrier Options

      Standard Barrier Option Formulas
      Option Pricing in Angular
      Option Pricing in Angular
   Bermudan Options

      Helper Methods and Web Service
      Option Pricing in Angular
   American Options in Real-World

      Term Structure for Interest Rates
      Dividend Yield Curve
      Volatility Smile
      Helper Methods and Web Service
      Option Pricing in Angular

Chapter 10 Pricing Fixed-Income Instruments
   Simple Bond Pricing

      Discounting Factors
      Pricing Bonds with Flat Rates
      Compounding Frequency Conventions
      Pricing Bonds with a Simple Rate Curve
      Yield to Maturity
      Pricing Bonds in Angular
   Zero-Coupon Yield Curve

      Treasury Zero-Coupon Yield Curve
      Interbank Zero-Coupon Yield Curve
      Credit Spread Term Structures
   Bonds with Embedded Options

      Callable Bonds
      Convertible Bonds
   CDS Pricing

      Hazard Rate and Default Probability
      Risky Annuities and Risky Durations
      CDS Pricing Engine
Chapter 11 Trading Strategies and Backtesting
   Trading Strategy Identification

   Crossover Trading Signals

      Trading Strategy Objects
      Two-MA Crossover
      Two-MA Crossover in Angular
      Two-MA Crossover with NATR Filter
      Two-MA Crossover with NATR in Angular
   Z-Score Trading Signals

      MA-Based Z-Score
      MA-Based Z-Score in Angular
      RSI-Based Z-Score
      RSI-Based Z-Score in Angular
      PPO-Based Z-Score
      PPO-Based Z-Score in Angular
   Backtest System

      P&L Computation
      Risk Measures
      Backtesting in Web Service
   Backtesting System Applications

      Backtesting for MA Crossover Strategies
      Backtesting for Z-Score Strategies

Index