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# Progressive f# tutorials nyc rachel reese & phil trelford on try f# from zero to data science

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In this tutorial, Phil and Rachel will introduce you to the Try F# samples giving you exposure to, and an understanding of, how F# tackles some real-world scenarios. We'll help you explore, generate, and just play around with code samples, as well as talk you through some of the key principles of F#. By the end of this session, you'll have gone from zero to data science in only a few hours!

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• ### Progressive f# tutorials nyc rachel reese & phil trelford on try f# from zero to data science

1. 1. Try F#: From Zero to Data Science Phil Trelford | @ptrelford | trelford.com/blog/ | github: ptrelford Rachel Reese | @rachelreese | rachelree.se | github: rachelreese
2. 2. 2:30pm Intro and Setup 2:45 Set 1: Getting Started in F# 3:10 F# in Finance 3:25 Set 2: Data Visualization 3:55 Break 4:05 Intro to Type Providers 4:20 Set 3: Data Science 4:50 Challenge! 5:20 Wrap up 5:30 Fin! Agenda
3. 3. Pair Up! Recommend Chrome or IE Explore Try F# site. Set up
4. 4. Bindings and values and REPLs! Oh my! ● Print a statement with a float. Fun with Functional Functions ● Add to the toHackerTalk function by changing e -> 3 and l -> 1. Chaining Functions with the Forward Pipe Operator ● Find the difference between the max high and the min low for all the days. ● Find the difference between open and close on the day with the highest volume. Using Data Structures to Create Larger Programs ● Add a SuperLeaf to powerUp; test handlePowerUp. Set 1: Getting Started
5. 5. F# in finance Progressive F# Tutorials NYC 2013
6. 6. F#UNCTIONAL lONDONERS 600+ Members Founded Feb 4, 2010 48 Meetings
7. 7. New York City F# User Group 500+ Members Founded Nov 10, 2010 25 Meetings
8. 8. Investment Banks Hedg e funds Prop shops Utilitie s Insura nce Who?
9. 9. F# for Profit Time to Market Efficiency Correctness Complexity
10. 10. Time to market speed development by 50 percent or more, European IB order of magnitude increase in productivity, GameSys
11. 11. Efficiency processes that used to require hours now take just minutes, Grange Insurance performance is 10× better than the C++ that it replaces, Aviva
12. 12. Correctness leads to virtually bug-free code, Fixed Income I am still waiting for the first bug to come in, E-On
13. 13. Complexity everything becomes simple and clear when expressed in F#, Byron Cook
14. 14. 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
15. 15. Tickspec: debug examples
16. 16. Joule Energy Trading Screen
17. 17. Units of Measure
18. 18. .Net 4.5 Garbage Collector Latency Mode Application Scenarios Batch Command line Server Side Interactive LOB applications LowLatency Trading Screens SustainedLowLatency Financial Applications
19. 19. F# in Excel
20. 20. Try F#: http://tryfsharp.org
21. 21. Charting Quick-Start ● Add a vertical line to the “Combining Charts” example to make an asterisk, then center the figure on the chart. Introduction to Data Visualization ● Add a title to the Column chart. Sampling Functions and Performance ● Using DateTime.Now.Ticks, find the difference in processing time for the final samples. Set 2: Data Visualization
22. 22. Break
23. 23. 2:30pm Intro and Setup 2:45 Set 1: Getting Started in F# 3:10 F# in Finance 3:25 Set 2: Data Visualization 3:55 Break 4:05 Intro to Type Providers 4:20 Set 3: Data Science 4:50 Challenge! 5:20 Wrap up 5:30 Fin! Agenda
24. 24. Type Providers TYPE ALL THE DATA
25. 25. What are type providers? A mechanism to provide types to the compiler.
26. 26. For me, part of the role of F# is about proving that statically-typed languages can play fully in the modern world of connected programming, without losing the simplicity, elegance or tooling that come with strong types. Type providers are an essential part of tackling this, because we can no longer ignore the information-richness of external data sources, and have to change language and compiler architecture to adapt. - Don Syme Why do we need them?
27. 27. Intellisense, tooltips, & other tooling available No code generation ● Always in sync with the source ● No extra bloated code ● Scalable to millions of types (e.g. - freebase) More natural with REPL Benefits “Type Providers are about replacing our conventional notion of a “library” with a provider model. This allows a type provider to project an external information source into F# and makes it easier to access diverse sources of data.”
28. 28. Demo WSDL Mash-up Using F# to visualize World Bank data in R
29. 29. Set 3: Data Science
30. 30. Challenge! Use tryfsharp.org/Create to find the name of the country with the max gasoline price in 2010. Bonus: Graph the top 10 countries in that list with a bar or column chart.
31. 31. Additional Resources • MSDN F# home: http://fsharp.net • F# 3 Sample Pack: F# 3.0 Sample Pack • F# Koans: https://github.com/ChrisMarinos/FSharpKoans • Try F#: http://www.tryfsharp.org or http://tryfs.net/ • Skills Matter: http://skillsmatter.com/go/scala • Community contributed samples: http://fssnip.net/ • Wikibook: http://en.wikibooks.org/wiki/Programming:F_Sharp • Chat rooms: http://jabbr.net/ or http://irc.freenode.net • FPish: http://fpish.net/home/1/f~23
32. 32. Try F#: From Zero to Data Science Rachel Reese | @rachelreese | rachelree.se | github: rachelreese
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