Commit b2fa626
docs(book): Complete Part I with chapters 4-10 (foundational bridge)
Add 7 comprehensive chapters bridging language fundamentals to trading strategies,
completing the foundational section of the textbook.
Chapters 4-7 (Data Structures & Algorithms):
- Ch 4: Data Structures for Financial Computing (7,200 words)
* Time series representations, order books, market data formats
* Memory-efficient storage with delta/dictionary compression
* Cache optimization and columnar layouts
* Complete OVSM tick storage and multi-symbol manager
- Ch 5: Functional Programming for Trading Systems (8,200 words)
* Pure functions for deterministic backtesting
* Higher-order functions and indicator composition
* Monads for error handling (Maybe, Either, IO)
* Immutability for concurrent execution safety
* Complete multi-timeframe and portfolio examples
- Ch 6: Stochastic Processes and Simulation (8,100 words)
* Brownian motion and geometric BM with Cholesky
* Jump-diffusion (Merton, Kou), GARCH models
* Ornstein-Uhlenbeck for mean reversion
* Monte Carlo with variance reduction techniques
* Complete Heston model with risk metrics
- Ch 7: Optimization Algorithms (9,000 words)
* Gradient descent variants (momentum, Adam)
* Convex optimization for portfolio construction
* Genetic algorithms and simulated annealing
* Bayesian optimization with Gaussian processes
* Walk-forward optimization framework
Chapters 8-10 (Validation & Production):
- Ch 8: Time Series Analysis (4,789 words)
* Stationarity testing (ADF, KPSS)
* ARIMA/SARIMA models with Box-Jenkins
* Cointegration (Engle-Granger, Johansen)
* Kalman filters for dynamic hedge ratios
* Spectral analysis and cycle detection
- Ch 9: Backtesting Frameworks (3,619 words)
* Event-driven vs vectorized architectures
* Walk-forward and CSCV validation
* Performance attribution and factor analysis
* Pitfall detection (look-ahead, survivorship bias)
* Complete backtest engine with Monte Carlo
- Ch 10: Production Trading Systems (4,036 words)
* Microservices and event sourcing architecture
* Order management with smart routing
* Risk management and kill switches
* Monitoring, alerting, and circuit breakers
* Disaster recovery and regulatory compliance
All chapters include:
- Rich markdown with callout boxes (💡📊1 parent 767ed6d commit b2fa626
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