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 3/10/2017 7:20 AM
It’s been some time since I blogged regularly.  Here’s why I got a Twitter account, and use it all the time for technical communication The Visual F# Tools Blog and then the .NET blog are major ways of communication about F# work at Microsoft Just about e[...]
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on 7/22/2016 3:02 AM
I’m pleased to report that our paper Types from data: Making structured data first-class citizens in F# won a Distinguished Paper award at PLDI 2016 in Santa Barbara. The paper also has a page on Tomas Petricek’s blog.       The .NET and Managed Languages[...]
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on 10/23/2015 4:45 AM
[ The opinions here are entirely my own etc etc. ] Dear World, With regard to this InfoQ article…  I’ve said this a few times before, but please use the terminology “Visual F#” or “The Visual F# Tools” when talking about F# at Microsoft. And somehow make [...]
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on 10/22/2015 9:45 PM
[ The opinions here are entirely my own etc etc. ] Dear World, With regard to this InfoQ article…  I’ve said this a few times before, but please use the terminology “Visual F#” or “The F# Tools for Visual Studio” when talking about F# at Microsoft. And so[...]
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on 1/8/2015 7:43 AM
Microsoft Research is looking for development engineers in Cambridge, UK!  Applications now open! Microsoft Research has been working in Cambridge for 17 years to advance the state of the art in Computer Science and to feed the best of technology into Mic[...]
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