Justin M.


Hometown: London

Member since:

January 30, 2014

How would you describe your knowledge and skills level of F#?

Intermediate knowledge of F# so far. Have a few ongoing personal projects using F# and am using it for my masters thesis.

Could you tell us a bit more about how you're currently using F#, or would like to use F# in the future?

Currently, I am using F# in my masters thesis, which is a research project exploring how the computation of quantitative models that use extremely large financial datasets can be optimised during implementation in production systems using a functional approach, specifically in F#. I am developing a quantitative finance library, focusing on areas such as derivative pricing, volatility and risk modelling and portfolio analysis and optimisation amongst others. In future I would like to explore the possibility of using F# to build an algorithmic trading system, using the research above.

What type of users group formats do you prefer? For example, 'deep-dive' tutorials and presentations, beer-and-pizza get-togethers, puzzle-solving and Coding Dojo sessions, etc?

A bit of everything is perfect for me.


Financial software developer & Msc Computer Science student at UCL. Interested in functional programming, quantitative finance and mathematical systems.

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