Welcome to Trademore, a project dedicated to the study and implementation of various trading methods and mathematical finance models using OCaml, C++, and Python. This project aims to explore the intersection of finance and functional programming, Speed with C++, and Machine learning with python , starting with the implementation of the Simple Moving Average and the Black-Scholes model.
The project focuses on clarity, performance, and practical examples to demonstrate key concepts in trading.
- Simple Moving Average (SMA): Implementation and analysis of SMA to understand market trends.
- Black-Scholes Model: Coding the Black-Scholes formula in OCaml to price European options and study their behavior.
- Functional Programming in OCaml: Utilize the powerful features of OCaml to implement financial models efficiently and effectively.
Enhanced Conceptual Framework : Utilizing type theory could revolutionize how stocks are classified, providing a structured framework that dictates specific properties and rules for different stock categories. This approach promises a systematic method for managing and interpreting stock characteristics.
Discovery of Novel Patterns : Integrating advanced mathematical constructs such as those found in homotopy type theory (HoTT) may unveil novel financial insights. Concepts like "paths" and "equivalences" from HoTT could be applied to examine similarities in stock evolution over time or under specific conditions, offering a fresh perspective on pattern recognition and correlation in the markets.
- OCaml: Ensure you have OCaml installed on your system. You can install it from OCaml's official website.
- OPAM: OCaml package manager to install required libraries. Installation instructions can be found at opam.ocaml.org.
- Clone the repository:
git clone https://github.com/yourgithubusername/trademore.git