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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