1.
F# and Financial Data
Making Data Analysis Simple
Tomas Petricek, @tomaspetricek
Formerly at BlueMountain Capital

2.
software stacks
trainings teaching F# user groups
mac and linux
snippets
cross-platform tutorials
F# Software
Foundation
F# community open-source MonoDevelop
http://www.fsharp.org
contributions research support
consultancy mailing list

3.
Tomas & BlueMountain Capital
Tomas Petricek
BlueMountain Capital
Long-time F# contributor
New York & London offices
Real-World Functional
Programming author
Uses F# for implementing
systematic trading strategies
and for computing signals
that researchers and portfolio
managers look at to inform
investment decisions.
F# trainings in London & NYC
Worked at BMC for 3 months
on data science libraries

4.
data acquisition
statistics
data cleaning machine learning
data transformation
visualization
type
F# Data Science Working
providers
Group data sources
kaggle vega grammar
presentation
www.fslab.org
R provider
time-series
visualization
data aggregation

5.
www.fslab.org

6.
Deedle
http://bluemountaincapital.github.io/Deedle/

7.
Deedle is for…
(Exploratory) Data Analysis
Time-Series Analysis
Data Processing / Transformation
Data Cleaning
Statistics and Visualization,
via other packages

8.
Deedle is…
Our third iteration
Easy-to-use from C# and F#
Well documented
Open Source
Ready for you to contribute

9.
Deedle Concepts
Series
Key->Value mapping
Key is often date/time
Immutable
Supports missing values
LINQ-friendly

10.
Deedle Concepts
Frame
(RowKey, ColKey)->Value
RowKey is often date/time
ColKey is often string
Heterogeneous Values
Column-wise mutable
Data alignment
Hierarchical indexing

11.
F# RProvider
http://bluemountaincapital.github.io/FSharpRProvider/

12.
DEMO #1
Understanding the world

13.
Understanding the world
Deedle data frame
Data exploration
Alignment & aggregation
R type provider
Deedle frame interop
Time series interop (zoo)
Professional packages
(ggplot2, etc.)

14.
DEMO #2
Working with time series

15.
Working with time series
F# Charting library
Simple visualization
F# interactive support
Composable charts
Deedle time series
Standard statistics
Hierarchical indexing

16.
DEMO #3
Understanding US debt

17.
Understanding US debt
Deedle data frame
Exploring data
Data alignment
Vega visualizations
Pre-alpha stage
Wraps JS Vega library

18.
FsLab needs you & you
need FsLab
Ready to use
Used & well tested
Created by experts
Contribute
Try it out & send feedback
Fig bugs & add features
Integrate with other packages
http://www.fslab.org

19.
Want to learn more?
Public F# Trainings
10% off with SM2615-624680-TC1
www.skillsmatter.com
Custom trainings & consulting
Get in touch!
tomas@tomasp.net