F# in finance slides from Try F# session at Progressive F# Tutorials NYC

1. F# IN FINANCE Progressive F# Tutorials
NYC 2013

2. F#UNCTIONAL
LONDONERS
600+ Members
Founded Feb 4, 2010
48 Meetings

3. NEW YORK
CITY F# USER
GROUP
500+ Members
Founded Nov 10, 2010
30 Meetings

4. WHO?
Investment Banks
Hedge
funds
Prop
shops
Utilities
Insurance

5. F# FOR PROFIT
Time to Market
Efficiency
Correctness
Complexity

6. TIME TO MARKET
speed development by 50 percent or more,
European IB
order of magnitude increase in productivity,
GameSys

7. EFFICIENCY
processes that used to require hours now take just minutes, Grange
Insurance
performance is 10× better than the C++ that it replaces, Aviva

8. CORRECTNESS
leads to virtually bug-free code,
Fixed Income
I am still waiting for the first bug to come in,
E-On

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

10. 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

11. TICKSPEC: DEBUG
EXAMPLES

12. JOULE ENERGY TRADING
SCREEN

13. UNITS OF MEASURE

14. .NET 4.5 GARBAGE
COLLECTOR
Latency Mode Application Scenarios
Batch Command line
Server Side
Interactive LOB applications
LowLatency Trading Screens
SustainedLowLatency Financial Applications

15. F# IN EXCEL

16. TRY F#:
HTTP://TRYFSHARP.ORG