Early Warning Indicators in F#

22nd May 2014 in London at Skills Matter

This SkillsCast was filmed at Early Warning Indicators in F#

Would you like the opportunity to take a look at a case study of a live F# application, for real-time early warning indicators of Liquidity Risk? Join The Functional Londoners who will be joined by Stephen Channell, where he will run through EWI in F#.

EWI used an F# Excel expression parser and computational expressions to generate a Cell network in memory that triggered indicator calculations from market events, that percolated up to RAG status changes.

The EWI model demonstrates features of F# that enabled rapid development:

  • FSYacc/FSLex parser/interpreter/generator for Excel expression handling

  • Computational Expression usage for type-inferred calculations

  • F# integration with proprietary analytics & Excel function library


Early Warning Indicators in F#

Stephen Channell

Stephen Channell is an independent software developer specialising in multithreaded system and Functional Programming integration with C++ libraries.