F# IN FINANCE Progressive F# Tutorials
NYC 2013
F#UNCTIONAL
LONDONERS
600+ Members
Founded Feb 4, 2010
48 Meetings
NEW YORK
CITY F# USER
GROUP
500+ Members
Founded Nov 10, 2010
30 Meetings
WHO?
Investment Banks
Hedge
funds
Prop
shops
Utilities
Insurance
F# FOR PROFIT
Time to Market
Efficiency
Correctness
Complexity
TIME TO MARKET
speed development by 50 percent or more,
European IB
order of magnitude increase in productivity,
GameSys
EFFICIENCY
processes that used to require hours now take just minutes, Grange
Insurance
performance is 10× better than the...
CORRECTNESS
leads to virtually bug-free code,
Fixed Income
I am still waiting for the first bug to come in,
E-On
COMPLEXITY
everything becomes simple and clear when expressed in F#, Byron Cook
FSHARP.ORG/TESTIMONIALS
speed development by 50 percent or more, European IB
order of magnitude increase in productivity, ...
TICKSPEC: DEBUG
EXAMPLES
JOULE ENERGY TRADING
SCREEN
UNITS OF MEASURE
.NET 4.5 GARBAGE
COLLECTOR
Latency Mode Application Scenarios
Batch Command line
Server Side
Interactive LOB applications
...
F# IN EXCEL
TRY F#:
HTTP://TRYFSHARP.ORG
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FSharp in Finance - ProgFSharp NYC 2013

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F# in finance slides from Try F# session at Progressive F# Tutorials NYC

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  • FSharp in Finance - ProgFSharp NYC 2013

    1. 1. F# IN FINANCE Progressive F# Tutorials NYC 2013
    2. 2. F#UNCTIONAL LONDONERS 600+ Members Founded Feb 4, 2010 48 Meetings
    3. 3. NEW YORK CITY F# USER GROUP 500+ Members Founded Nov 10, 2010 30 Meetings
    4. 4. WHO? Investment Banks Hedge funds Prop shops Utilities Insurance
    5. 5. F# FOR PROFIT Time to Market Efficiency Correctness Complexity
    6. 6. TIME TO MARKET speed development by 50 percent or more, European IB order of magnitude increase in productivity, GameSys
    7. 7. EFFICIENCY processes that used to require hours now take just minutes, Grange Insurance performance is 10× better than the C++ that it replaces, Aviva
    8. 8. CORRECTNESS leads to virtually bug-free code, Fixed Income I am still waiting for the first bug to come in, E-On
    9. 9. COMPLEXITY everything becomes simple and clear when expressed in F#, Byron Cook
    10. 10. FSHARP.ORG/TESTIMONIALS speed development by 50 percent or more, European IB order of magnitude increase in productivity, GameSys processes that used to require hours now take just minutes, Grange Insurance performance is 10× better than the C++ that it replaces, Aviva leads to virtually bug-free code, Fixed Income I am still waiting for the first bug to come in, E-On complex algorithms can be expressed succinctly, Microsoft everything becomes simple and clear when expressed in F#, Byron Cook
    11. 11. TICKSPEC: DEBUG EXAMPLES
    12. 12. JOULE ENERGY TRADING SCREEN
    13. 13. UNITS OF MEASURE
    14. 14. .NET 4.5 GARBAGE COLLECTOR Latency Mode Application Scenarios Batch Command line Server Side Interactive LOB applications LowLatency Trading Screens SustainedLowLatency Financial Applications
    15. 15. F# IN EXCEL
    16. 16. TRY F#: HTTP://TRYFSHARP.ORG

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