fsharp in finance - progfsharp nyc 2013
DESCRIPTION
F# in finance slides from Try F# session at Progressive F# Tutorials NYCTRANSCRIPT
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F# IN FINANCE Progressive F# TutorialsNYC 2013
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F#UNCTIONAL LONDONERS
600+ Members
Founded Feb 4, 2010
48 Meetings
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NEW YORK CITY F# USER GROUP500+ Members
Founded Nov 10, 2010
30 Meetings
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WHO?
Investment Banks
Hedge funds
Prop shops
Utilities
Insurance
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F# FOR PROFIT
Time to Market
Efficiency
Correctness
Complexity
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TIME TO MARKET
speed development by 50 percent or more,
European IB
order of magnitude increase in productivity,
GameSys
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EFFICIENCY
processes that used to require hours now take just minutes, Grange Insurance
performance is 10× better than the C++ that it replaces, Aviva
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CORRECTNESS
leads to virtually bug-free code,
Fixed Income
I am still waiting for the first bug to come in,
E-On
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COMPLEXITY
everything becomes simple and clear when expressed in F#, Byron Cook
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FSHARP.ORG/TESTIMONIALS
speed development by 50 percent or more, European IB
order of magnitude increase in productivity, GameSys
processes that used to require hours now take just minutes, Grange Insurance
performance is 10× better than the C++ that it replaces, Aviva
leads to virtually bug-free code, Fixed Income
I am still waiting for the first bug to come in, E-On
complex algorithms can be expressed succinctly, Microsoft
everything becomes simple and clear when expressed in F#, Byron Cook
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TICKSPEC: DEBUG EXAMPLES
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JOULE ENERGY TRADING SCREEN
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UNITS OF MEASURE
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.NET 4.5 GARBAGE COLLECTOR
Latency Mode Application Scenarios
Batch Command lineServer Side
Interactive LOB applications
LowLatency Trading Screens
SustainedLowLatency Financial Applications
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F# IN EXCEL
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TRY F#: HTTP://TRYFSHARP.ORG