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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Author

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.
.
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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Power of mathematics: Reasoning about functional types
on 5/14/2013 10:54 AM
In this article, I explore the amazing relationship between functional data types and algebraic operations. We will use this relationship to reason about domain model and understand the differences between several possible representations.
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f#
0
comment
Async in C# and F#: Asynchronous gotchas in C#
on 4/14/2013 9:00 PM
This article is inspired by an MVP summit talk about common pitfalls in the C# asynchronous programming model. I look at a number of easy to make mistakes when writing asynchronous code in C# and demonstrate that most of them would not easily happen when [...]
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f#
0
comment
F# Data: New type provider library
on 3/27/2013 8:23 PM
F# Data is a new library that gives you all you need to access data in F# 3.0. It implements type providers for WorldBank, Freebase and structured document formats (CSV, JSON and XML) as well as other helpers. This article introduces the library and gives[...]
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f#
0
comment
Upcoming F# talks and trainings (London, NYC & Boston)
on 2/7/2013 3:00 PM
After a few years, I will be attending the MVP summit again this year. The good news for those interested in F# is that I have two talks scheduled along the way in New York and Boston. Aside from that, we also have dates for a new F# course in London and [...]
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f#
0
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Announcing: Literate programming tools for F#
on 1/22/2013 9:35 AM
This article introduces a new F# package that makes it possible to write literate F# programs that combine code with documentation. Given an F# script with a special comments or Markdown document with F# code, you get a nicely formatted HTML that can be u[...]
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f#
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