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
   Structure of Sample Projects
   Using Code Examples
   Customer Support


Chapter 1 Overview of C# and WPF Programming
   New Features in WPF

   XAML basics

      Why Is XAML Needed?
      Creating XAML Files
      Code-Behind Files
Your First WPF Program

      Properties in XAML
      Event Handlers in Code-Behind Files
      Code-Only Example
      XAML-Only Example

Chapter 2 Introduction to MVVM
   Open-Source MVVM Tool Kits

   Ciliburn.Micro

      Bootstrapper Class
      Modify App.xaml File
      Command Binding
   Why Fields Not Updated

   Right Way for Data Binding

   Using Dependency Properties

   Using Naming Convention

   Using Collection

   Communication between View Models


Chapter 3 Database and ADO.NET Entity Framework
   Local Database

      Sample Database
      SQL Queries
         GROUP BY Clause
         Pivot Operation
         Aggregate Functions
      Database Development
   ADO.NET Entity Framework

      Creating Entity Data Model
      Working with Entity Data

Chapter 4 Market Data
   Market Data from Yahoo

      EOD Stock Date
      Stock Quotes
      Download Market Data from Yahoo
   Store Market Data

      Add Tickers to Database
      Add Stock Data to Database
   Market Data from Google

      EOD and Minute-Bar Data for Stocks
      Real-Time Stock Quotes
      Download Market Data from Google
      Option Chain Data
   Market Data from Quandl

      Quandl API
      Adjusted Stock EOD Data
      Other Market Data
   ISDA Interest Rates from Markit

      ISDA Interest Rate API
      Download Interest Rates
   Market Data from Bloomberg

      Bloomberg API
      Download Market Data from Bloomberg

Chapter 5 Data Visualization
   2D Chart Control

      Simple Line Charts
      Line Charts with Multiple Lines
      Line Charts with Two Y Axes
      Stock Charts
   3D Chart Control

      3D Line Charts
      3D Surface-Like Charts
      3D Specialized Charts
   MS Chart Control

      WPF Compatible MS Chart Control
      Helper Class
      Simple MS Charts
      Stock Charts
      Real-Time Stock Charts

Chapter 6 Linear Analysis
   Simple Linear Regression

      Implementation
      R-Squared
      What are Alpha and Beta?
      Simple Regression Applications
   Simple 2D PCA

      Implementation
      Simple PCA Applications
   Compairing Linear Regression and PCA

   Multiple Linear Regressions

      Helper Class
      Multiple Regression Applications
   Multiple PCA

      Implementation
      Multiple PCA Applications

Chapter 7 Technical Indicators
   Indicators in MsChart Control

   Helper Class

      Indicator Chart with Two Chart Areas
      Indicator Chart with Three Chart Areas
   Technical Indicator Applications

   Understand Technical Indicators

         Moving Average Based Indicators
         Envelope and Bollinger Band Indicators
         MACD anjd RSI Indicators
         On Balance Volume Indicator
         Accumulation/Distribution Indicator
         Williams %R Indicator
         Stochastic Indicator
         Commodity Channel Index Indicator

Chapter 8 Machine Learning
   K-Nearest-Neighbors (KNN) Classifier

      KNN Model for Stock Data
      KNN Model Applications
      Confusion Matrix
   Support Vector Machine

      SVM for Classification
      SVM for Regression
   Artificial Neural Networks

      Introduction to Neural Networks
      Neural Networks for Classification
      Neural Netwroks for Regression
         Simple Example
         Stock Price Prediction
         Save and Reuse Network

Chapter 9 Option Pricing
   Introduction to Options

      Option Payoffs
      Option Value
   Pricing European Options

      Black-Scholes Model
      Generalized Black-Scholes Model
      Implementation
      Black-Scholes Greeks
         Delta
         Gamma
         Theta
         Rho
         Vega
      Implied Volatility
   Pricing American Options

      BAW Approximation
      Implementation
      Applying BAW Approximation
   Pricing Barrier Options

      Standard Narrier Option Formulas
      Implementation
      Barrier Option Applications
   Pricing European Options Using QuantLib

      Dates, Calendars, and Day Counters in QuantLib
      Term Structures in QuantLib
      Helper Class
      Using Pricing Engines
   Pricing American Options Using QuantLib

      Helper Class
      Using Pricing Engines
   Pricing Exotic Options Using QuantLib

      Barrier Options
      Bermudan Options
   Pricing American Options in Real-World

      Term Structure for Interest Rates
      Dividend Yield Curve
      Volatility Smile
      American Options Pricing

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
   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

   Trading Signals

      Stock Data
      Signals from Moving Average
      Signals from Linear Regression
      Signals from RSI
      Signal from Williams %R
   Backtest System Implementation

      P&L Computation
      Risk Measures
   Backtest System Applications

      Backtest for US Stocks
      Optimization
   Pairs Trading

      Pairs Identification
      Signals for Pairs Trading
      Market Neutral
      P&L for Pairs Trading
   Backtest for Pairs Trading

      Backtest for Stock Pairs
      Optimization

Index