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SkillsCast

F# Domain Specific Languages for Finance

14th May 2012 in London at Skills Matter

There are 1 other SkillsCast available from F# for Finance & Commodities Trading

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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F# Domain Specific Languages for Finance

Tomas Petricek

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.