Try F#:
From Zero to Data
Science
Phil Trelford | @ptrelford | trelford.com/blog/ | github: ptrelford
Rachel Reese | @rach...
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...
Pair Up!
Recommend Chrome or IE
Explore Try F# site.
Set up
Bindings and values
and REPLs! Oh my!
●
Print a statement with a float.
Fun with Functional
Functions
●
Add to the toHacke...
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
25 Meetings
Investment
Banks
Hedg
e
funds
Prop
shops
Utilitie
s
Insura
nce
Who?
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
Charting Quick-Start
●
Add a vertical line to the
“Combining Charts” example to
make an asterisk, then center the
figure o...
Break
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...
Type Providers
TYPE ALL THE DATA
What are type providers?
A mechanism to provide types to the
compiler.
For me, part of the role of F# is about proving that statically-typed languages
can play fully in the modern world of conn...
Intellisense,
tooltips, & other
tooling available
No code
generation
●
Always in sync
with the source
●
No extra bloated
c...
Demo
WSDL Mash-up
Using F# to visualize World Bank data in R
Set 3: Data Science
Challenge!
Use tryfsharp.org/Create to find the name of the country with the max gasoline
price in 2010.
Bonus: Graph the ...
Additional Resources
• MSDN F# home: http://fsharp.net
• F# 3 Sample Pack: F# 3.0 Sample Pack
• F# Koans: https://github.c...
Try F#:
From Zero to Data Science
Rachel Reese | @rachelreese | rachelree.se | github: rachelreese
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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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