In the brain of Phil Trelford,Tomas Petricek / F# Domain Specific Languages for Finance

f#finance

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Description

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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Tomas Petricek (tomas.petricek)

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Tomas Petricek is a long time F# enthusiast, using F# since the early Microsoft Research versions. He has been a Microsoft C# MVP since 2004, and together with Jon Skeet wrote Real-world Functional Programming which explains basic functional concepts using C# 3.0 (teaching F# alongside) and which shows several appealing real-world uses of F# and functional techniques. He also contributed to the development of F# during two internships at Microsoft Research.

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Tomas's upcoming trainings

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Tomas's past online trainings

666 GBP
Tech Mesh London 2012
London
Dec 4-6, 2012
The Alternative Programming Conference
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525 USD
Progressive F# Tutorials - New York City 2012
New York
Jun 5-6, 2012
Join us for this 2-day, 2-track F# event, packed with hands-on tutorials covering the latest developments in the fast moving world of F# Programming. Whether new to F# or seasoned veteran, be ready for an action packed two day adventure.
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Free
In the brain of Phil Trelford,Tomas Petricek
N/A
May 14, 2012
Tonight we have two talks, Phil Trelford on F# for Commodities Trading and Tomas Petricek on F# for Finance.
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195 GBP
Functional Programming eXchange 2012
London
Mar 16, 2012
Join Robert Pickering, David Pollak, Erik Hesselink, Loic Denuziere, Kevin Wright, Andres Löh, Tomas Petricek, Miles Sabin, Bruce Durling, and some 100 others passionate about Functional Programming.
.
Free
Teaching F#: From numerical expressions to 3D graphics
Online
Tuesday, February 15, 2011
One of the key concepts of functional programming is compositionality – the fact that we can build complex software using several basic “building blocks” and just a few ways of combining them. In this talk, I’ll demonstrate how we can teach this concept us...
.Watch
f#teaching

Tomas's blog posts

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Write your own Excel in 100 lines of F#
on 11/12/2018 4:58 AM
I've been teaching F# for over seven years now, both in the public F# FastTrack course that we run at SkillsMatter in London and in various custom trainings for private companies. Every time I teach the F# FastTrack course, I modify the material in one wa[...]
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f#
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Programming as interaction: A new perspective for programming language research
on 10/8/2018 4:22 AM
In May, I joined the School of Computing at the University of Kent as a Lecturer (equivalent of Assistant Professor in some other countries). When applying for the job, I spent a lot of time thinking about how to best explain the kind of research that I w[...]
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f#
0
comment
Would aliens understand lambda calculus?
on 5/22/2018 2:27 AM
Unless you are a sci-fi author or some secret government agency, the question whether aliens would understand lambda calculus is probably not your main practical concern. However, the question is intriguing because it nicely vividly formulates a fundament[...]
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f#
0
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The design side of programming language design
on 9/12/2017 9:42 AM
The word "design" is often used when talking about programming languages. In fact, it even made it into the name of one of the most prestigious academic programming conferences, Programming Language Design and Implementation (PLDI). Yet, it is almost[...]
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f#
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Getting started with The Gamma just got easier
on 6/14/2017 5:27 AM
Over the last year, I have been working on The Gamma project, which aims to make data-driven visualizations more trustworthy and to enable large number of people to build visualizations backed by data. The Gamma makes it possible to create visualizations [...]
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f#
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