FSharp in Finance - ProgFSharp NYC 2013

F# IN FINANCE Progressive F# TutorialsNYC 2013

F#UNCTIONAL LONDONERS

600+ Members

Founded Feb 4, 2010

48 Meetings

NEW YORK CITY F# USER GROUP500+ Members

Founded Nov 10, 2010

30 Meetings

WHO?

Investment Banks

Hedge funds

Prop shops

Utilities

Insurance

F# FOR PROFIT

Time to Market

Efficiency

Correctness

Complexity

TIME TO MARKET

speed development by 50 percent or more,

European IB

order of magnitude increase in productivity,

GameSys

EFFICIENCY

processes that used to require hours now take just minutes, Grange Insurance

performance is 10× better than the C++ that it replaces, Aviva

CORRECTNESS

leads to virtually bug-free code,

Fixed Income

I am still waiting for the first bug to come in,

E-On

COMPLEXITY

everything becomes simple and clear when expressed in F#, Byron Cook

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

TICKSPEC: DEBUG EXAMPLES

JOULE ENERGY TRADING SCREEN

UNITS OF MEASURE

.NET 4.5 GARBAGE COLLECTOR

Latency Mode Application Scenarios

Batch Command lineServer Side

Interactive LOB applications

LowLatency Trading Screens

SustainedLowLatency Financial Applications

F# IN EXCEL

TRY F#: HTTP://TRYFSHARP.ORG