Trading On Im

993 views
915 views

Published on

Published in: Technology
0 Comments
0 Likes
Statistics
Notes
  • Be the first to comment

  • Be the first to like this

No Downloads
Views
Total views
993
On SlideShare
0
From Embeds
0
Number of Embeds
275
Actions
Shares
0
Downloads
7
Comments
0
Likes
0
Embeds 0
No embeds

No notes for slide
  • http://en.wikipedia.org/wiki/Exchange_tradinghttp://en.wikipedia.org/wiki/Over-the-counter_(finance)
  • http://www.investopedia.com/articles/trading/121701.asp
  • Squawk: http://www.investopedia.com/terms/s/squawkbox.asp
  • STP: http://www.investopedia.com/terms/s/straightthroughprocessing.aspConfirmation: http://www.investopedia.com/terms/c/confirmation.asp
  • XMPP: http://en.wikipedia.org/wiki/Extensible_Messaging_and_Presence_Protocol
  • http://en.wikipedia.org/wiki/Software_agent
  • MailboxProcessor:http://en.wikibooks.org/wiki/F_Sharp_Programming/MailboxProcessorErlang: http://en.wikipedia.org/wiki/Erlang_(programming_language)
  • Agents: http://blogs.msdn.com/dsyme/archive/2010/02/15/async-and-parallel-design-patterns-in-f-part-3-agents.aspx
  • Agents: http://blogs.msdn.com/dsyme/archive/2010/02/15/async-and-parallel-design-patterns-in-f-part-3-agents.aspx
  • MailboxProcessor.Post<'Msg> Method (F#): http://msdn.microsoft.com/en-us/library/ee340306(v=VS.100).aspx
  • Control.MailboxProcessor<'Msg> Class (F#): http://msdn.microsoft.com/en-us/library/ee370357.aspx
  • Trading On Im

    1. 1. Trading on IM<br />Phillip Trelford<br />@ptrelford<br />http://trelford.com/blog<br />
    2. 2. IM Talk content<br />F# Primer in Visual Studio 2010<br />Business value<br />Trading 101<br />Trading on IM<br />Implementation<br />XMPP with F# Agents<br />C# integration<br />Q & A<br />
    3. 3. Trading 101: Markets<br />Exchange <br />Electronic<br />Voice<br />Over-the-counter (OTC)<br />Electronic<br />Voice<br />Voice/IM<br />Hybrid<br />
    4. 4. Trading 101: <br />Match buyers and sellers<br />Bids and Asks<br />
    5. 5. Broker workflows<br />Broker broadcasts prices to Traders<br />Squawk<br />Voice<br />IM<br />Broker enters prices and deals<br />From voice<br />From IM<br />
    6. 6. Future Trading<br />Airline needs to buy fuel, lock prices<br />Reduce risk<br />Oil producer needs to agree a price at which it is economical to extract and enrich<br />
    7. 7. Electronic Services on IM<br />Brokers<br />Blast prices to traders<br />Insert prices from traders<br />Traders<br />Same interface<br />Improved services, subscribe to prices<br />STP Deal confirmation<br />
    8. 8. XMPP<br />Extensible Messaging and Presence Protocol <br />
    9. 9. Agent<br />
    10. 10. Agents<br />F# MailboxProcessor<br />Erlang message processing<br />
    11. 11. Agents: Get Smart<br />
    12. 12. Agent Smiths<br />
    13. 13. Post<br />
    14. 14. Parallel agents<br />
    15. 15. End<br />Q & A<br />

    ×