Tonight we have two talks, Phil Trelford on F# for Commodities Trading and Tomas Petricek on F# for Finance.
In this session, Phil Trelford talks about F# for Commodities Trading.
Phil is an active member of the software development community, regularly attending and speaking at user groups and conferences, blogging and contributing to open source projects. He is a co-organizer of the London F# User Group and a founding member of the F# Foundation.
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.
Tomas is a computer scientist and open-source developer. He is a Visiting Researcher at the Alan Turing Institute working on tools for open data-driven storytelling. He wrote a popular book called "Real-World Functional Programming" and is a lead developer of several F# open-source libraries.
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