Luca Bolognese leaves Microsoft

This is my last post on this blog. My new blog is here: I accepted a role as Director for Credit Suisse in London. I’m excited by the opportunity to work in the financial industry, a long-standing desire of mine. I’m also excited to write more F# code and to be closer to Italy,…


Financial Functions for .NET released !

Today I released the following library on CodeGallery. It is the result of three months of coding during my paternity leave in Italy. You can get it from here. What is it? This is a .NET library that provides the full set of financial functions from Excel. The main goal for the library is compatibility…


Downloading stock prices in F# – Part VI – Code posted

Other parts: Part I – Data modeling Part II – Html scraping Part III – Async loader for prices and divs Part IV – Async loader for splits Part V – Adjusting historical data An unnamed friend told me that I should stop posting small snippets of code and instead post entire solutions on CodeGallery….


Downloading stock prices in F# – Part IV – Async loader for splits

Other parts: Part I – Data modeling Part II – Html scraping Part III – Async loader for prices and divs Part V – Adjusting historical data Part VI – Code posted Downloading splits is a messy affair. The problem is that Yahoo doesn’t give you  a nice comma-delimitated stream to work with. You have…


Book review: The Halo Effect

When I read “Built to Last”, “In search of excellent” and “Good to great” I immediately thought: “What a bunch of BS!!”. But again, I think that about most business books. The content of these books seemed particularly ludicrous to me. I found both logical inconsistencies and methodological flaws in their process. For example, picking…


Bisection-based XIRR implementation in C#

Here is a quick implementation of XIRR (using Excel nomenclature) written in C#. Disclaimer: this is a super simple Bisection-based implementation. People tend to prefer the Newton method, but this is simpler and works for the app I’m writing. I decided to post it because I couldn’t find one on the net when I looked…


Parsing QIF Quicken files in C#

I’m slightly prouder of the structure of this code than the one in the previous blog post. You can simply inherit from QIFParserBase and override a couple of abstract methods to customize the behavior. Still, I just tested it on a couple of test QIF files. It is not production quality at all. Notice that I don’t…


Retrieve prices, dividends and splits for a stock in C#

I wrote this code very quickly and I’m kind of ashamed of it, but it gets the job done (I think). You need the HTML Agility Pack for the stock splits retrieving code. You can download it from here or you can simply comment out the code. I wrote it against Visual Studio 2008 beta 2,…


A financial education (my ideas)

When I came to US, I wanted to get an introduction on personal finance. I needed to know what to insure, when, how to buy an house and all this sort of basic things. At the time I read Personal Finance for Dummies. I then discovered that very many US folks don’t know about these…


A good Emerging Market fund

If you are looking for a good fund for this corner of your portfolio, you might want to consider Eaton Vance Structured Emerging Mkt (EAEMX). There is also a much cheaper version (EITEX), but it is open just to folks with a financial advisor. It is a mechanical fund. Here is how their strategy works (as…