He will discuss the design of an abstract interface, then look in some detail at the implementation of 1 or 2 algorithms, including the easy parallelization of some algorithms.
Naoufel has recently founded FinBoost Limited to provide quantitative analysis services. He is also under contract Royal Bank Of Scotland to help with the development of the methodology for the Counterparty Exposure system across asset classes.
Technologies covered will include F# Agents, F# Asynchronous Workflows, WPF, XMPP and BDD.
Expect to see plenty of code.
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.
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