Showing posts with label quantitative analytics. Show all posts
Showing posts with label quantitative analytics. Show all posts

Friday, May 23, 2008

Haskell, HPC and Crypto Get Together 22nd May 2008



Last night's get together was attended by about 15 men (women in technology take note) from a variety of backgrounds (students, cryptographers, investment bank staff.) Beers were consumed and nonsense talked - then we toddled off to Kurz and Lang for some bratwurst around eight as is our tradition (from our days in Zurich with a well known Swiss bank.)

The conclusion of the evening was that there is a place for Haskell in the city - why? Well here's two extracts from and article on Haskell and Performance on Planet Haskell written by Neil Mitchell:

Haskell's multi-threaded performance is amazing

A lot of clever people have done a lot of clever work on making multi-threaded programming in Haskell both simple and fast. While low-level speed matters for general programming, for multi-threaded programming there are lots of much higher-level performance considerations. Haskell supports better abstraction, and can better optimise at this level, outperforming C.

The trend is for higher-level optimisation

As time goes buy, higher-level programs keep getting faster and faster. The ByteString work allows programmers to write high-level programs that are competitive with C. Performance enhancements are being made to the compiler regularly, pointer tagging, constructor specialisation etc. are all helping to improve things. More long term projects such as Supero and NDP are showing some nice results. Optimisation is a difficult problem, but progress is being made, allowing programs to be written in a higher-level.

and that it would be a good idea to form a Functional Programming get together on a reasonably regular basis - so watch this space.

Wednesday, June 13, 2007

Functional Programming Beer In The Evening Event Redux

Following our last meet up last week to speak about Functional Programming in the Finance. I'm setting up another beer around Smithfield in London, 14th June 2007, with Dominic Steinitz who has made considerable contribution Functional Programming via his Haskell crypto library and paper on Trends in Functional Programming. We'll be talking about Haskell in particular but also about Erlang and its use in service based analytics.

Following our last meet, Someone sent me a link to a pdf entitled Caml Trader: Adventures of a Functional Programmer on Wall Street by Yaron Minsky of Jane Street Capital which confirms the rise of FP in finance. Worth a read.

So if you fancy joining us, we'll be in the Long Lane Pub in Long Lane near Smithfield from 6pm onwards. Drop me a note (rgb at enhyper.com) or call my mobile +44 791 505 5 three eight zero.