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F# in Finance (New York)

Fountainhead Lab

Wednesday, December 11, 2013 from 8:00 AM to 6:00 PM (EST)

F# in Finance (New York)

Ticket Information

Ticket Type Sales End Price Fee Quantity
Regular ticket: F# in Finance (New York) Ended $388.68 $10.71
Special ticket Ended $500.00 $13.49

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Event Details

Date: NEW YORK / Wednesday 11th December 2013, 8:00am to 6:15pm.

Twitter: @FountainheadLab, #FSharpInFinance

Past attendees to Fountainhead events: Bloomberg, JPM Chase, Citigroup, Morgan Stanley, NASDAQ, ING, Blackrock, Two Sigma, Wells Fargo, CME, FINRA, CFTC, ... , hedge funds, HFT shops, Big Data vendors, ... , and more.

Venue: NEW YORK / Microsoft, 1290 Avenue of the Americas, 6th Floor, New York, NY 10104.

~~~ Registration, Welcome & Keynote ~~~

08:00-08:30 Registration

08:30-08:40 Welcome Address

08:40-09:20 Opening keynote address: "Succeeding with Functional-first Programming in Finance" by DON SYME, MICROSOFT

Functional-first programming is now a standard technique in financial software. But what does it mean to succeed with functional-first languages in real business situations? What sort of business problems are they applicable to, and why do these problems matter? How do your business needs map through to the features of languages such as F#? In this talk, we’ll take a walkthrough situations and case studies to answer these questions.

~~~ Part 1: Functional Finance ~~~

09:20-10:00 "F# for finance, the right choice, the safe choice" 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#, all the important bits" by PAUL BLASUCCI, BAYARD ROCK

In this whirlwind tour of F#, you will see how F# is currently being applied what languages features are particularly useful in problem solving (e.g. DSLs).

10:40-11:10 Break and time to mingle

~~~ Part 2: Big Data and Analysis with F# ~~~

11:10-11:50 "F# and Financial Data: Making data analysis simple" by HOWARD MANSELL, BLUE MOUNTAIN CAPITAL

 If there was ever a "poster child" for complex and demanding data tasks it should be finance. Financial data is often ugly, complex and big! Simplify your data analysis by using F#. This talk focuses on the open-source data analysis package "Deedle", which provides tools for data and time-series analysis.

11:50-12:30 "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 competitive advantage. Now its easy to tap into GPU compute power with F#.

12:30-13:30 Lunch and time to mingle.

13:30-14:30 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.



~~~ Part 3: Cloud Computing ~~~

14:30-15:10 "Cloud, Data and F#: Azure and F# type providers" by ANTONIO ZURLO, MICROSOFT

Big Data belongs in the Cloud. And F# has some great tools for working with data, not least its "type providers" that tightly bind data with the language making for "data rich" applications. This talk gives and overview of Azure, financial data sets and making that data available through an F# type provider. 

~~~ Part 4: Analytics and Machine Learning in Finance ~~~

15:10-15:50 "Quantitative finance using F#: pricing financial assets" by JACK PAPPAS, SUSQUEHANNA INTERNATIONAL GROUP

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#.

15:50-16:20 Break and time to mingle

16:20-18:00 Closing keynote address: "Machine Learning with Vladimir Vapnik" by VLADIMIR VAPNIK, NEC (F# for Machine Learning intro by ANDREW SHEPPARD, FOUNTAINHEAD)

If you know anything about Machine Learning you will be aware of Vladimir Vapnik's groundbreaking work in the domain. This is an opportunity to hear him speak about his recent cutting-edge work. Starts with an intro on how F# is being used in Machine Learning.

18:00-18:10 Wrap-up and prize giving (must be present to receive prize).


~~~ About Fountainhead ~~~

Andrew Sheppard

Fountainhead, which has decades of experience in international capital markets, is a consulting company that specializes in "Big Data" and "Big Compute" for financial services and insurance. We also organize large events (conferences, meetups and workshops) at the intersection between cutting-edge technologies and cutting-edge finance.

Shiuan Butler

Andrew Sheppard


Shiuan Butler 


You can check out Fountainhead by following these links:

•  Nvidia / "GPUs in the Big Apple"

•  Forbes / "Supercomputing and High Performance See Growing GPU Adoption"

•  O'Reilly / “GPU Supercomputing for Finance”

•  North American Trading Architecture Summit / "Harnessing the power of GPU-architecture"

•  SC11 / "Supercomputing 2011 conference"

• / "HPC & GPU Supercomputing Group of New York"

•  AMD Fusion 2012 / "Hadoop+GPU"

•  GTC Conference 2013 / GPU Acceleration of CVA

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. To be fair to everybody we apply these rules uniformly and consistently.

Event cancelation: In the event of the event being canceled because of events beyond our control ("force majeure"), you will autometically 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.

Have questions about F# in Finance (New York)? Contact Fountainhead Lab

When & Where

Microsoft (New York)
1290 Avenue of the Americas
New York, NY 10019

Wednesday, December 11, 2013 from 8:00 AM to 6:00 PM (EST)

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Fountainhead Lab

Fountainhead is a consulting, training and recruitment company that specializes in cutting-edge technologies applied to cutting-edge finance.

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