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

Please RSVP for instructions on how to join the event.

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.

Outline

No outline is available

Recording

The creator of this video has not given permission to embed it on this domain.

Instead, you can view this video by following this external link:

Go to site

Tomas Petricek (tomas.petricek)

63.5k
AuthorDeveloper

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.

For a complete view of this profile, including education, work experience and developer information, you need to be logged in and have a subscription.

Tweets

Tomas's upcoming trainings

No events

Tomas's past online trainings

Tomas's blog posts

0
comment
on 4/12/2017 6:05 AM
As someone who enjoys being at the intersection of the academic world and the world of industry, I'm very happy to see any attempts at bridging this harmful gap. For this reason, it is great to see that more people are interested in reading academic paper[...]
.
0
comment
on 3/7/2017 7:31 AM
If you read a about the history of science, you will no doubt be astonished by some of the amazing theories that people used to believe. I recently finished reading The Invention of Science by David Wootton, which documents many of them (and is well worth[...]
.
0
comment
on 3/2/2017 3:53 AM
As mentioned in an earlier blog post, I've been spending some time at the Alan Turing Institute recently working on The Gamma project. The goal is to make data visualizations on the web more transparent. When you see a visualization online, you should be [...]
.
0
comment
on 1/25/2017 4:31 AM
There were a lot of rumors recently about the death of facts and even the death of statistics. I believe the core of the problem is that working with facts is quite tedious and the results are often not particularly exciting. Social media made it extremel[...]
.
0
comment
on 10/11/2016 9:30 AM
This blog post is an edited and more accessible version of an article Thinking the unthinkable that I recently presented at the PPIG 2016 conference. The original article (PDF) has proper references and more details; the minimalistic talk slides give a [...]
.
IntelliFactory Offices Copyright (c) 2011-2012 IntelliFactory. All rights reserved.
Home | Products | Consulting | Trainings | Blogs | Jobs | Contact Us
Built with WebSharper