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F# for Trading - Øredev 2013
F# for Trading - Øredev 2013
F# for Trading - Øredev 2013
F# for Trading - Øredev 2013
F# for Trading - Øredev 2013
F# for Trading - Øredev 2013
F# for Trading - Øredev 2013
F# for Trading - Øredev 2013
F# for Trading - Øredev 2013
F# for Trading - Øredev 2013
F# for Trading - Øredev 2013
F# for Trading - Øredev 2013
F# for Trading - Øredev 2013
F# for Trading - Øredev 2013
F# for Trading - Øredev 2013
F# for Trading - Øredev 2013
F# for Trading - Øredev 2013
F# for Trading - Øredev 2013
F# for Trading - Øredev 2013
F# for Trading - Øredev 2013
F# for Trading - Øredev 2013
F# for Trading - Øredev 2013
F# for Trading - Øredev 2013
F# for Trading - Øredev 2013
F# for Trading - Øredev 2013
F# for Trading - Øredev 2013
F# for Trading - Øredev 2013
F# for Trading - Øredev 2013
F# for Trading - Øredev 2013
F# for Trading - Øredev 2013
F# for Trading - Øredev 2013
F# for Trading - Øredev 2013
F# for Trading - Øredev 2013
F# for Trading - Øredev 2013
F# for Trading - Øredev 2013
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F# for Trading - Øredev 2013

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F# for Trading talk at Øredev in Malmö, Sweden covering the community, benefits and application areas like domain modelling and data processing.

F# for Trading talk at Øredev in Malmö, Sweden covering the community, benefits and application areas like domain modelling and data processing.

Published in: Business, Economy & Finance
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  • Fsharp.org map
  • Leverage
  • http://fsharp.github.io/FSharp.Data/library/CsvProvider.htmlhttp://clear-lines.com/blog/post/Random-Forest-classification-in-F-first-cut.aspx
  • Transcript

    • 1. F# FOR TRADING Øredev, Malmo, Sweden Phillip Trelford 2013
    • 2. F#UNCTIONAL LONDONERS 600+ Members Founded Feb 4, 2010 51 Meetings
    • 3. NEW YORK CITY F# USER GROUP 550+ Members Founded Nov 10, 2010 30 Meetings
    • 4. FSHARP.ORG/GROUPS
    • 5. WHO, WHY, WHAT F# for Trading
    • 6. WHO? Prop shops Hedge funds Investment Banks Utilities Insurance
    • 7. F# FOR PROFIT Time to Market Efficiency Correctness Complexity
    • 8. TIME TO MARKET speed development by 50 percent or more, European IB order of magnitude increase in productivity, GameSys
    • 9. EFFICIENCY processes that used to require hours now take just minutes, Grange Insurance performance is 10× better than the C++ that it replaces, Aviva
    • 10. CORRECTNESS leads to virtually bug-free code, Fixed Income I am still waiting for the first bug to come in, E-On
    • 11. COMPLEXITY everything becomes simple and clear when expressed in F#, Byron Cook
    • 12. SHOW ME THE MONEY F# for Trading
    • 13. JOULE ENERGY TRADING SCREEN
    • 14. TICKSPEC: DEBUG EXAMPLES
    • 15. ORDER TYPE type Order = { Side : Side LimitPrice : Price Quantity : Quantity IsAllOrNone : bool }
    • 16. DOMAIN TIME IN FORCE type TimeInForce = | Immediate | GoodForDay | GoodTillDate of DateTime
    • 17. THOUGHTWORKS TECH RADAR MARCH 2012 F# is excellent at concisely expressing business and domain logic.” Developers trying to achieve explicit business logic within an application may opt to express their domain in F# with the majority of plumbing code in C#
    • 18. SPREADSHEETS F# for Trading
    • 19. UNITS IN CELLS type formula = | Neg of formula | Exp of formula * formula | ArithmeticOp of formula * arithmetic * formula | LogicalOp of formula * logical * formula | Num of UnitValue | Ref of int * int | Range of int * int * int * int | Fun of string * formula list
    • 20. UNITS OF MEASURE
    • 21. TSUNAMI + FCELL = F# IN EXCEL
    • 22. SPREADSHEET HORROR STORIES anomaly, audit finding, bug, bungled, chaos, cockup, corrupt, damage, debug, defect, deficiency, disaster, dubious, embarrass ment, error, erroneous, Excel, exposed, failed, failure, false, falsify, fault, fault y, fiasco, flaw, foulup, fraud, fraudulent, fubar, garbage, GIGO, glitch, hell, horror story, inaccurate, inadequate, inadvertent, incorrect, insecure, misunderstoo d, nightmare, non-compliance, not correct, oops, overestimate, overstatement, problem, risk, rogue, serious, sli p, snafu, suspect, suspicious, trap, typo, unchecked, uncontrolled, uncorrect ed, uncovered, underestimate, understatement, undetected, untested, violati on, weak, weakness, wrong
    • 23. TYPE PROVIDERS F# for Trading
    • 24. CSV TYPE PROVIDER
    • 25. R – TYPE PROVIDER
    • 26. WORLD BANK DATA
    • 27. GARBAGE F# in Finance
    • 28. .NET 4.5 GARBAGE COLLECTOR Latency Mode Application Scenarios Batch Command line Server Side Interactive LOB applications LowLatency Trading Screens SustainedLowLatency Financial Applications
    • 29. SGEN GC / MONO Performance Target • Mac • Linux • Android • iOS • FreeBSD
    • 30. SOLD F# in Finance
    • 31. TRY IT BEFORE YOU BUY IT
    • 32. BUY THE BOOK
    • 33. GET THE T-SHIRT
    • 34. GET A JOB
    • 35. QUESTIONS? Community F# Foundation http://fsharp.org Twitter Tag: #fsharp Upcoming conferences F# in Finance (Microsoft London): http://fsharpinfinance.com Nov 25 CodeMesh London: http://codemesh.io Dec 3-5 NDC London: http://ndc-London.com Dec 2-6

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