Tag: F# Finance

F# and QuantLib: An Introduction

Over on the Visual F# team blog we have an article introducing you to using QuantLib from F#: A Guest Blog in conjunction with Alexandre Radicchi (alex.radi@gmail.com) F# is an attractive language to use in Financial Engineering because of its functional-first methodology, succinctness, strong typing, data-integration, stability, maturity, tooling and performance, as well as its … Continue reading F# and QuantLib: An Introduction →

Try F# – Learn, Create and Share F#, from your browser

I'm very pleased to see that the latest and greatest Try F# 3.0 has been released today!  Try F# is a web-based tool for learning and exploring F# 3.0, a simple and pragmatic programming language combining functional, object-oriented and information-rich programming. F# is open source and cross-platform, see the F# Software Foundation for details. Microsoft … Continue reading Try F# – Learn, Create and Share F#, from your browser →

Come to the F# Workshop and Tutorial in Pisa, Italy, 27/28 June 2012 – “F# for Education and Innovation”

 The University of Pisa will be hosting a one-day workshop entitled F# for Education and Innovation on Tuesday 28th June 2012.  Please join us there! The workshop is preceded by an optional Introduction to F#  Tutorial, run by Antonio Cisternino at the University of Pisa, on 27th June  2012.   Topics at the workshop will … Continue reading Come to the F# Workshop and Tutorial in Pisa, Italy, 27/28 June 2012 – “F# for Education and Innovation” →

F# as a Platform for Quantitative Finance: Thursday, March 22, SkillsMatter, London

This Thursday Adam Mlocek of StatFactory will talk about using F# as a platform for quantitative development at the F#unctional Londoner's F# Meetup! Thursday, March 22, 2012, 6:30 PM The Skills Matter eXchange 116-120  Goswell Road, EC1V 7DP, London (map) This will be followed by a set of lightning talks 15-30mins on F# related topics including Kit … Continue reading F# as a Platform for Quantitative Finance: Thursday, March 22, SkillsMatter, London →

New York City F# Meetup Group, July 19: Putting F# to Work for You

The next New York City F# Meetup Group has been announced! Keith Battocchi will be talking on "Putting F# to Work for You" Don   Putting F# to Work for You Tuesday, July 19, 2011, 6:30 PM, Microsoft Offices, 6th floor, 1290 Avenue of the  Americas New York, NY (map) Abstract: In this talk, you'll … Continue reading New York City F# Meetup Group, July 19: Putting F# to Work for You →

F# Financial Programming: Discount/Zero Curve Construction in F#

For those interested in financial programming with F#, there's a very nice blog series on "Discount/Zero Curve Construction in F#" over on lesscode.net. I wanted to learn a little bit about F# by implementing something more interesting than the obligatory fractals or Fibonacci sequences, so I thought I’d see what yield curve construction would look … Continue reading F# Financial Programming: Discount/Zero Curve Construction in F# →

F# Jobs, New York Hedge Fund

Regular readers of my blog will know that from time to time I post links to job adverts as a service to the F# community. Here is a recent job listing for C#/F# jobs in New York. http://www.tntjobs.co.uk/job/679138-permanent-multi-strategy-hedge-fund-new-york-net-40-c-f-sql-server-new-york.aspx?utm_source=Indeed&utm_medium=organic&utm_campaign=Indeed Multi-Strategy Hedge Fund - New York - .NET 4.0/C#/F#/SQL Server Reference: JS/DP/.NET Location: New York Salary: $150000.00 … Continue reading F# Jobs, New York Hedge Fund →

F# Job: Senior Developer (F# / Functional Programming), London

Regular readers of my blog will know that I occasionally post links to F# jobs as a courtesy to the F# community. Here's a job description that got sent to me a coupd of weeks ago, through a recruiting agency. Please contact Joseph.Williams@ITHR.com to apply for this position.   Job Description:Senior Developer (F# / Functional Programming) … Continue reading F# Job: Senior Developer (F# / Functional Programming), London →

Some F# Snippets related to for Financial Engineering

Here are some of the snippets on the F# Snippets site related to financial engineering. You can learn a lot from these, if used in conjunction with a regular F# book and/or relevant papers. Get Stock Quote Data and Historical Stock Prices from Yahoo Finance Black Scholes Option Pricing Historical Volatility How to write a … Continue reading Some F# Snippets related to for Financial Engineering →

F# London Meetup Tomorrow, May 5: Simon Cousins on Real-time(ish) Market Analysis in F#

Tomorrow is the next F#unctional Londoners Meetup! Simon Cousins will be talking on Real-time(ish) Market Analysis in F#  Thursday, May 5, 2011 at 6:30 PM  The Skills Matter eXchange - 116-120 Goswell Road London Simon Cousins is a software developer actively applying muti-paradigm programming techniques to solve complex problems within enterprise applications. He currently works for … Continue reading F# London Meetup Tomorrow, May 5: Simon Cousins on Real-time(ish) Market Analysis in F# →