Elixir For Finance (self-published)

@hugobarauna, Dr. Dimitrios Koutmos (my brother) and I (Alex Koutmos) have been hard at work on writing a book on how you can use Elixir for analyzing financial data. This book leans on many of the latest computation-heavy libraries like Nx, Scholar and Explorer so you can analyze financial time series data. We also make extensive use of Livebook and Vega-Lite so that you can visualize your results. Livebook also makes it so that you can tie all these tools together and quickly build UIs to make the exploration of financial data more enjoyable!

Throughout this book you will learn how to:

Fetch and analyze real economic data from the FRED API
Pull down the latest stock market data from Yahoo! Finance
Calculate risk and return for your portfolio across stocks, crypto, and commodities
Build technical trading indicators and backtest them against actual market history
Map risk-return tradeoffs and evaluate portfolio diversification

By the end of the book, you will have a better understanding as to how the financial markets operate and how to analyze them your favorite programming language!

Part I: Augmenting Financial Intelligence with Elixir

The Elixir Programming Language

Finance is All Around Us

Overview of the Various Asset Classes

Stock Market Booms and Busts

US Market Indices

US Housing Data

Commodity Prices

Covid-19 and the “Top 1%” of Wealthy Investors’ Holdings

Technology in Finance

Establishing Elixir Framework for Stock Data

Part II: Under the Hood: Portfolio and Risk Management in Action

Portfolio Analytics and Benchmarking

Constructing and Calculating an Index

Is Diversification Worth It?

Part III: Technical Analysis and Market Timing with Elixir

Trading Strategies for Timing Markets

Backtesting Trading Strategies

Part IV: Advanced Topics in Regression Modeling and Risk Management

Mapping Risk-Return Trade-Offs Across Markets

Concluding Remarks And Your Future Journey