Progressive F# Tutorials - New York City 2012 / Being Successful with Functional-first Techniques in Finance

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Description

With the advent of F# and other applied functional-first languages, we now regularly see people applying functional-first programming languages and techniques to quantitative finance, financial engineering, calculation engines and trading platforms. In this talk we’ll take a look at the business proposition for this class of language, taking a good look at the core value proposition of robust, efficient analytical programming . I’ll also give some anecdotal observations about what makes for successful adoption of these techniques in practice and some pitfalls to watch out for. I’ll look specifically at what we've been doing with F# 3.0, and how you can combine it with other technologies to form an ever more powerful tool for a wide range of applications in analytical programming.

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Don Syme (don.syme)

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Don Syme is the inventor of F#. Since joining Microsoft Research in 1998, he’s been a seminal contributor to a wide variety of leading-edge projects, including generics in C# and the .NET Common Language Runtime. He received a Ph.D. from the University of Cambridge Computer Laboratory in 1999.

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on 6/14/2013 9:13 AM
Regular readers of my blog know that from time to time I post messages about jobs related to F# for the benefit of the F# community. After my last post the lovely people at 15below asked me to mention these positions too :)  They use F# a lot. http://www.[...]
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on 6/14/2013 8:06 AM
Regular readers of my blog know that from time to time I post messages about jobs related to F# for the benefit of the F# community. I got this message today: A very large F# project at a Bank in London and are looking for a Snr C# / F# developer (up to £[...]
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on 6/14/2013 5:11 AM
  This post is a very interesting study of the differences between “functional-first” (F#) and “object-first” (C#) design for medium-sized software, by comparing software metrics for a number of C# and F# projects. Here are the conclusions, #3 and #4 are [...]
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on 6/11/2013 3:10 PM
  This Thursday evening at the F# London Meetup we have a Machine Learning Hands On with F#, led by Phil Trelford and others. Venue: The Skills Matter eXchange, 116-120 Goswell Road, EC1V 7DP, London (map)   In this regular meetup we'll take on one or mo[...]
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on 6/4/2013 8:54 AM
The F# community member John Liao has blogged about using the Riak distributed database system with F#. From Wikipedia: Riak is a NoSQL database implementing the principles from Amazon's Dynamo paper. Lately, I have been reading the book  Signals and Noi[...]
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