FP Day 2011 / Energy trading with F#

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Trayport is the foremost supplier of electronic trading and order matching software for Brokers, Exchanges and Traders in the energy industry. Our software powers over 13,000 trading screens worldwide. In this talk we’ll look at where we’ve used F#, including demos of the software, and some live code samples.


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Zach Bray (zach.bray)


Zach Bray is a Software Developer at an ISV supplying electronic trading software to the energy industry. He has been involved in a range of commercial projects spanning several languages including F#, C# and C++. Most recently a high-performance, real-time engine that infers prices between related markets written in F# and a Silverlight trading screen written in C# and F#. His previous presentations include “Automate your Agile Acceptance Tests” for the London F# user group and “Using Ensembles of Decision Trees to Automate Repetitive Tasks in Web Applications” for the EICS conference.

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