Successfully reported this slideshow.
Upcoming SlideShare
×

# F# in Finance - Cross Functional Amsterdam 2013

2,059 views

Published on

• Full Name
Comment goes here.

Are you sure you want to Yes No
• Be the first to comment

### F# in Finance - Cross Functional Amsterdam 2013

1. 1. F# IN FINANCE Functional Amsterdam Phillip Trelford 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. FSHARP.ORG/GROUPS
5. 5. WHO, WHY, WHAT F# for Trading
6. 6. WHO? Investment Banks Hedge funds Prop shops Utilities Insurance
7. 7. F# FOR PROFIT Time to Market Efficiency Correctness Complexity
8. 8. TIME TO MARKET speed development by 50 percent or more, European IB order of magnitude increase in productivity, GameSys
9. 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. 10. CORRECTNESS leads to virtually bug-free code, Fixed Income I am still waiting for the first bug to come in, E-On
11. 11. COMPLEXITY everything becomes simple and clear when expressed in F#, Byron Cook
12. 12. SHOW ME THE MONEY F# for Trading
13. 13. JOULE ENERGY TRADING SCREEN
14. 14. TICKSPEC: DEBUG EXAMPLES
15. 15. NUNIT [<Test>] let ``2 + 2 should equal 4``() = 2 + 2 |> should equal 4
16. 16. UNQUOTE let [<Test>] ``2 + 2 = 4``() = test <@ 2 + 2 = 4 @>
17. 17. FSCHECK
18. 18. MOCKING
19. 19. UNITS OF MEASURE
20. 20. TYPE PROVIDERS F# in Finance
21. 21. CSV TYPE PROVIDER
22. 22. R – TYPE PROVIDER
23. 23. TSUNAMI + FCELL = F# IN EXCEL
24. 24. 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
25. 25. WORLD BANK DATA
26. 26. GARBAGE F# in Finance
27. 27. .NET 4.5 GARBAGE COLLECTOR Latency Mode Application Scenarios Batch Command line Server Side Interactive LOB applications LowLatency Trading Screens SustainedLowLatency Financial Applications
28. 28. SGEN GC / MONO Performance Target • Mac • Linux • Android • iOS • FreeBSD
29. 29. SOLD F# in Finance
30. 30. TRY IT BEFORE YOU BUY IT