Learn FSHARP-FINANCE with Real Code Examples
Updated Nov 27, 2025
Learning Path
Learn F# syntax and functional programming basics
Understand immutable data and type providers
Explore financial libraries like Deedle and Math.NET
Implement simple trading or risk models
Advance to full-scale quantitative finance pipelines
Skill Improvement Plan
Week 1: F# basics, functions, pipelines
Week 2: Data access with FSharp.Data and Deedle
Week 3: Financial modeling (Black-Scholes, CAPM)
Week 4: Backtesting and algorithmic strategy implementation
Week 5: Real-time data, async workflows, and integration with .NET systems
Interview Questions
Explain the benefits of functional programming in finance.
How do you use type providers for financial data?
Describe a pipeline for backtesting a trading strategy.
How would you implement risk metrics like VaR in F#?
Compare F# with Python for quantitative finance workflows.
Cheat Sheet
let -> define immutable value
let mutable -> define mutable value
functionName arg1 arg2 -> function definition and application
|> -> pipeline operator
type, record, discriminated union -> define structured data types
Books
Expert F# 4.0
F# for Financial Modeling
Functional Programming in F#
F# Deep Dives
F# and .NET for Quantitative Finance
Tutorials
F# for Financial Modeling
Time Series Analysis with F# and Deedle
Backtesting Strategies in F#
Functional Programming for Finance
Building Trading Pipelines in F#
Official Docs
https://docs.microsoft.com/en-us/dotnet/fsharp/
https://fsharp.org/
Community Links
F# Software Foundation
Stack Overflow F# tag
GitHub F# finance projects
Reddit /r/fsharp
LinkedIn F# developer groups
Community Support
F# Software Foundation
Stack Overflow F# tag
GitHub repositories for quantitative finance
LinkedIn F# developer groups
Reddit /r/fsharp