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Trading on IM Phillip Trelford @ptrelford http://trelford.com/blog
IM Talk content F# Primer in Visual Studio 2010 Business value Trading 101 Trading on IM Implementation XMPP with F# Agents C# integration Q & A
Trading 101: Markets Exchange  Electronic Voice Over-the-counter (OTC) Electronic Voice Voice/IM Hybrid
Trading 101:  Match buyers and sellers Bids  and Asks
Broker workflows Broker broadcasts prices to Traders Squawk Voice IM Broker  enters prices and deals From voice From IM
Future Trading Airline needs to buy fuel, lock prices Reduce risk Oil producer needs to agree a price at which it is economical to extract and enrich
Electronic Services on IM Brokers Blast prices to traders Insert prices from traders Traders Same interface Improved services, subscribe to prices STP Deal confirmation
XMPP Extensible Messaging and Presence Protocol
Agent
Agents F# MailboxProcessor Erlang message processing
Agents: Get Smart
Agent Smiths
Post
Parallel agents
End Q & A

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Trading On Im

Editor's Notes

  1. http://en.wikipedia.org/wiki/Exchange_tradinghttp://en.wikipedia.org/wiki/Over-the-counter_(finance)
  2. http://www.investopedia.com/articles/trading/121701.asp
  3. Squawk: http://www.investopedia.com/terms/s/squawkbox.asp
  4. STP: http://www.investopedia.com/terms/s/straightthroughprocessing.aspConfirmation: http://www.investopedia.com/terms/c/confirmation.asp
  5. XMPP: http://en.wikipedia.org/wiki/Extensible_Messaging_and_Presence_Protocol
  6. http://en.wikipedia.org/wiki/Software_agent
  7. MailboxProcessor:http://en.wikibooks.org/wiki/F_Sharp_Programming/MailboxProcessorErlang: http://en.wikipedia.org/wiki/Erlang_(programming_language)
  8. Agents: http://blogs.msdn.com/dsyme/archive/2010/02/15/async-and-parallel-design-patterns-in-f-part-3-agents.aspx
  9. Agents: http://blogs.msdn.com/dsyme/archive/2010/02/15/async-and-parallel-design-patterns-in-f-part-3-agents.aspx
  10. MailboxProcessor.Post<'Msg> Method (F#): http://msdn.microsoft.com/en-us/library/ee340306(v=VS.100).aspx
  11. Control.MailboxProcessor<'Msg> Class (F#): http://msdn.microsoft.com/en-us/library/ee370357.aspx