"F# in Finance" - London - Monday, 25 Nov 2013
Microsoft Developer Platform Evangelism (DPE) and Fountainhead Events invite you to F# in Finance in London on 25th November! Register early! There will be a matching event in New York on 11th December.
Dates: Monday 25th November 2013, 8:00am to 6:15pm.
Venue: Microsoft, Cardinal Place 80-100 Victoria St, London, SW1E 5JL.
Twitter: @FountainheadLab, #FSharpInFinance
If you are interested in functional programming as it applies to finance (and also insurance too), this event is for you. With a great line up of speakers you will see how F# and the functional way of programming are being used in finance, and what the benefits are. Whether you are on the trading desk, middle office, risk & compliance, in the back office, or on "mahogany row" (management!), you will see how functional programming is being used in finance, particularly F#, and have the opportunity to network with practitioners in finance who are using, or are looking to use, the functional way of programming to solve financial problems. Quicker, better and faster! Quicker to develop. Better to maintain. And often faster to run.
We will also be including material from the worlds of Scala, Haskell, Clojure and Erlang. This is a great opportunity to network with other functional programmers and to get a sense of how functional programming is being used in practice in finance.
Why you should attend: This event is at the intersection between cutting-edge technology and cutting-edge finance, and functional programming is very much on the rise in finance. This is one technology wave you will want to catch and not let pass you by. Start paddling now! See you at "F# in Finance".
~~~ Registration, Welcome & Keynote ~~~
08:00-08:30 Registration
08:30-08:40 Welcome Address
08:40-09:20 Keynote address: Functional Finance, Don Syme
Use of functional languages in finance are on the rise, and for good reason! Ever since the financial crisis of 2007/8, financial developers have had to deliver more, with less; and in a time frame that is shorter than ever before. Moreover, technology has always been a driver in finance. Now with Big Data, low-latency, electronic trading, mobility and financial stability on everyone's mind, performance and robustness matter more than ever before. Functional languages are delivering on every level.
~~~ Part 1: Functional Finance ~~~
09:20-10:00 Why Functional? Why in Finance? by ANDREW SHEPPARD, FOUNTAINHEAD
This talk explores the rise of functional programming in finance. Why it's gained relevance. And what's still to come.
10:00-10:40 A Tour of F#, with Applications in Finance, by PHIL TRELFORD, TRAYPORT
In this whirlwind tour of F#, you will see how F# is currently being applied in finance and what languages features are particularly useful in financial problem solving (e.g. DSLs).
10:40-11:00 Break and time to mingle
~~~ Part 2: Big Data, Big Compute, and Cloud with F# ~~~
11:00-11:40 F# and Financial Big Data: Challenges and Opportunities, by TOMAS PETRICEK, DUAL NOTION
Big Data is everywhere. But if there was a "poster child" for Big Data it should be finance. With rapidly increasing trade volumes, regulatory mandates, ever faster moving markets, and the push to real-time for everything, including risk and compliance; not only does finance have interesting problems, it has the resources and incentives to execute on Big Data quickly, and that's where F# can help.
11:40-12:20 F# and GPUs: Speed, Speed, Speed by DANIEL EGLOFF, QUANTALEA
The joke in real estate is that there are only three things of importance: location, location, location! In the fast moving world of financial markets it's speed, speed, speed! GPU compute accelerators are finding wide application in pricing and risk, and wherever else speed is a compatitive advantage. Now its easy to tap into GPU compute power with F#.
12:20-13:00 F# in the Cloud: Running F# at Scale by YAN CUI, GAMESYS (formerly CREDIT SUISSE)
There was a time when the Cloud was a destination for data: push it up, do work, pull it down. Now, with Big Data being so "Big", it's too expensive to move the data, so Cloud is where Big Data belongs and the Cloud is becoming the source rather than the destination for data. F# + Cloud is compelling because you get two great technologies whose benefits are not additive, but multiplicative!
13:00-14:00 Lunch and time to mingle. Bonus lunchtime talk: Using F# with Excel by ADAM MLOCEK, STAT FACTORY
Excel remains the front-end-of-choice in finance. Whether it's on the trading desk, middle office, or the risk department, you will find Excel as pretty much the preferred choice of people who simply need to "get things done". Combining F# with Excel marries a great front-end to a way of extending Excel that knocks the socks off VBA!
14:00-15:00 Expert Panel. Moderator: ANDREW SHEPPARD.
Listen to a panel of experts give their insights and opinions on functional languages in finance followed by Q&A with the audience.
Panelists:
- DON SYME, MICROSOFT
- DANIEL EGLOFF, QUANTALEA
- LUCA BOLOGNESE, CREDIT-SUISSE
- NICOLAS ROLLAND, MICROSOFT (FORMER TRADER AT BBVA & SOCIETE GENERAL)
- PHIL TRELFORD, TRAYPORT (ENERGY & COMMODITIES)
- JON HARROP, F# JOURNAL
~~~ Part 3: Analytics and Machine Learning in Finance ~~~
16:40-17:20 Quantitative Finance Using F#: Pricing Financial Assets by DR. ANTOANETA SERGUIEVA, FINANCIAL COMPUTING AND ANALYTICS GROUP, University College London
Just because pricing financial assets often seems as complex as hell doesn't mean the code has to be complex too. Simplify your asset pricing methods with F#.
15:40-16:20 F# for Machine Learning: Finding Profitable Patterns, by MATT MALONEY, TSUNAMI.IO
With Big Data in finance comes new opportunities to discover market inefficiencies and profitable trading opportunities. But you'd better be quick! Such opportunities don't last, so you'd better find them quickly and the speed of development of F# can help.
16:20-16:40 Break and time to mingle
~~~ Part 4: Trading and Risk ~~~
16:40-17:20 Using F# on the Trading Desk: Better, Faster, Quicker by ANDREW SHEPPARD, FOUNTAINHEAD
Trading desks have always been about being better, faster and quicker than everyone else. Not just faster to execute, but also better and quicker at iterating to the next new opportunity. And it's a winner-take-all game: high stakes, high pressure. F# can help give you an edge.
17:20-18:00 Moving Risk and Compliance to Real-Time with F#: No More Looking in the Rear-View Mirror by AWAITING SPEAKER CONFIRMATION
Risk in anything less than real-time is like driving while only looking in your rear view mirror; something bad is bound to happen sooner rather than later! Moving risk to real-time (or near real-time if you move an overnight batch process to intra-day) is like redirecting your attention to the road ahead. F# is a great tool to tool to help you make the move to real-time risk and compliance.
18:00-18:10 Wrap-up and prize giving (must be present to receive prize).
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Note: The agenda, speakers, and venue are subject to change. Also, this is a public event and photographs and video may be taken; at the very least, be aware that every modern phone comes with photography and video built in.
Refund policy: 100% refund if more than 20 calendar days before the event. 50% refund if 20 to 6 calendar days before the event. No refund if within 5 calendar days of the event.
Event cancelation: In the event of the event being cancelled because of events beyond our control ("force majeure"), you will automatically be re-registered for the substitute date of the event. You may also request a refund; however, be aware that in giving up your ticket you may lose your place at the event should you later wish to re-register and the event is full.