Simon Cousins is a software developer actively applying muti-paradigm programming techniques to solve complex problems within enterprise applications. He currently works for E.ON Energy Trading SE at their UK office in Coventry, where he has been blending the functional programming strengths of F# with more conventional object-oriented programming on the .NET platform.
In this talk, he will be describing the design and implementation of a scalable and distributed approach to energy market analysis performed on data that is published from a number of locations and in a wide variety of formats.
F# is used to extract the data which is then presented to the rest of the system as a stream of market data events. Further F# layers transform and analyse the market data events eventually providing the traders with a "real-time" view of the market on their desktops. Several features of F# are used in the solution to this problem - in particular asynchronous workflows and agents are used throughout to exploit opportunities for concurrency and parallelism.
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