In the brain of Phil Trelford,Tomas Petricek / F# Domain Specific Languages for Finance

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Description

In this code-focused session, Tomas Petricek will look at developing DSLs (Domain Specific Languages) for the financial domain in F#. I’ll demonstrate two examples – a basic language for modelling and evaluating contracts and a more advanced language for detecting patterns in price changes. For example, you can write "let w = twice (followedBy down up)" to detect the "w" pattern. If you bring a laptop, you’ll be able to play with both of the DSLs at www.tryfsharp.org.

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Tomas Petricek (tomas.petricek)

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Tomas Petricek is a long time F# enthusiast, using F# since the early Microsoft Research versions. He has been a Microsoft C# MVP since 2004, and together with Jon Skeet wrote Real-world Functional Programming which explains basic functional concepts using C# 3.0 (teaching F# alongside) and which shows several appealing real-world uses of F# and functional techniques. He also contributed to the development of F# during two internships at Microsoft Research.

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