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JavaScript is everywhere, but rarely used by financial analysts. This book shows how you can efficiently and elegantly use it for everyday tasks

Algorithmically finding and collating the hottest finance related stories of the day

Irreverant thoughts on numerically flavoured finance and its interplay with the world

Use principal component analysis to visualise financial time series dynamics. Detect momentum, mean reversion, skew patterns or show when markets are efficient

An opinionated take on building and testing trading strategies until they're bulletproof

Generate risk compliance reporting for IFRS7 accounting requirements

Proven and reliable value at risk generation

Understand portfolio weaknesses during stressful market events, by breaking down complex portfolios into a series of two dimensional 'maps'

The fast food of financial derivative modelling and valuation. Complex mathematical modelling wrapped in a simple API which can be called by anything from spreadsheets to servers; Python to JavaScript


Academics have long identified dividend yields as the leading driver of asset returns. Using simple but robust calculations we can calculate current market forecasts of dividend yields