F# for Trading
summary
Commodity trading platform work uses F# for domain modelling, computation and concurrency, integrating with C# plumbing and BDD-style tests wired into an existing C++ codebase. Claims include 30,000 lines of C++ reduced to ~200 lines of F# and faster, more maintainable traversal and pricing code; a live UI handling thousands of market products and implied prices; tooling shown: type providers to query XML/World Bank/Yahoo/financial feeds and F# embedded in Excel / compiled to JavaScript.
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chapters (22)
- 0:00Intro
- 1:08Choosing a language
- 4:40Why F
- 5:42Examples
- 6:36Testimonial
- 7:21Fixed Income Company
- 8:08Complexity
- 8:58Trading Screen
- 12:05Demo
- 19:53Martin Fowler
- 20:49Calculations
- 24:33Units of measure
- 25:22Excel
- 29:03Tight Providers
- 30:26XML Providers
- 41:08Latency Improvements
- 41:48Mono Garbage Collector
- 43:01FSharp Tour
- 43:37Books
- 44:56Job Market
- 47:05Linux
- 49:12Linux for Type Providers
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