January 30, 2014
Intermediate knowledge of F# so far. Have a few ongoing personal projects using F# and am using it for my masters thesis.
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.
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.