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

f#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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Tomas's upcoming trainings

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Tomas's past online trainings

666 GBP
Tech Mesh London 2012
London
Dec 4-6, 2012
The Alternative Programming Conference
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525 USD
Progressive F# Tutorials - New York City 2012
New York
Jun 5-6, 2012
Join us for this 2-day, 2-track F# event, packed with hands-on tutorials covering the latest developments in the fast moving world of F# Programming. Whether new to F# or seasoned veteran, be ready for an action packed two day adventure.
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Free
In the brain of Phil Trelford,Tomas Petricek
N/A
May 14, 2012
Tonight we have two talks, Phil Trelford on F# for Commodities Trading and Tomas Petricek on F# for Finance.
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195 GBP
Functional Programming eXchange 2012
London
Mar 16, 2012
Join Robert Pickering, David Pollak, Erik Hesselink, Loic Denuziere, Kevin Wright, Andres Löh, Tomas Petricek, Miles Sabin, Bruce Durling, and some 100 others passionate about Functional Programming.
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Free
Teaching F#: From numerical expressions to 3D graphics
Online
Tuesday, February 15, 2011
One of the key concepts of functional programming is compositionality – the fact that we can build complex software using several basic “building blocks” and just a few ways of combining them. In this talk, I’ll demonstrate how we can teach this concept us...
.Watch
f#teaching

Tomas's blog posts

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What can routers at Centre Pompidou teach us about software evolution?
on 12/7/2023 9:30 AM
Back in June, I was in Paris for the NewCrafts conference to talk about the growing opacity of software systems. This was fun, partly because NewCrafts is a fantastic conference (you can already get your tickets for 2024!) and also partly because my talk [...]
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f#
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Where programs live? Vague spaces and software systems
on 2/10/2023 2:44 PM
Architecture and urban planning have been a useful source of ideas for thinking about programming. I have written various blog posts and a paper Programming as Architecture, Design, and Urban Planning that argue why and explore some of those ideas. Like u[...]
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f#
0
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The Timeless Way of Programming
on 8/31/2022 5:03 PM
Figure 1. The Timeless Way of Building - Christopher Alexander Many programmers know the name of the architect Christopher Alexander for his work on design patterns that has been adapted into the world of programming. A lot of people know of the, somet[...]
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f#
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No-code, no thought? Substrates for simple programming for all
on 4/28/2022 2:37 AM
Figure 1. Virtually eliminates your coding load. FLOW-MATIC promotional brochure (1957) No-code is a hot new topic for programming startups. The idea is to develop a system that allows end-users to do the programming they need without the difficult tas[...]
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f#
0
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Pop-up from Hell: On the growing opacity of web programs
on 10/8/2021 4:14 AM
I started to learn how to program in high school at the end of the 1990s using a mix of BASIC, Turbo Pascal and HTML with JavaScript. The seed for this blog post comes from my experience with learning how to program in JavaScript, without having much guid[...]
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f#
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