Introducing the Sixth Func Prog Sweden Meetup 2023 program! Join us for a warm welcome by Magnus Sedlacek, firstly a presentation on Functional Programming in Financial Markets by Damián Soriano and secondly a presentation on Making a game with Elm and Lamdera by Martin Stewart.
The program
- Intro by Magnus Sedlacek
- Functional Programming in Financial Markets by Damián Soriano
- Making a game with Elm and Lamdera by Martin Stewart
Functional Programming in Financial Markets
In this talk we showcase the application of functional programming in a very large industrial setting. At Standard Chartered Bank, Haskell forms the core of a software library supporting the entire Financial Markets (FM), a business line with 5.7 billion USD operating income in 2022. Typed functional programming is used across the entire tech stack, including foundational APIs and CLIs for deal valuation and risk analysis, server-side components for long-running batches or sub-second RESTful services, and end-user GUIs. Thousands of users interact with software built using functional programming, and over one hundred write their own functional code.
We present the history of how functional programming established itself in FM, including the rationale for having our own compiler and dialect of Haskell. We then focus on how we leverage it to orchestrate type-driven large-scale pricing workflows. The same API can be used to price one trade locally, or millions of trades across thousands of nodes in the cloud. We build upon decades of research and experience in the functional programming community, relying on concepts such as monads, lenses, datatype generics, and closure serialisation.
Damián Soriano
Damian pursued a Licentiate in Computer Science, completing a comprehensive 5-year program at Universidad Nacional de Rosario, Argentina. Subsequently, he achieved a Master of Science in Computer Engineering from Politecnico di Milano, Italy. In September 2017, he joined Standard Chartered Bank, where he currently serves as a Senior Quantitative Developer within the Strats team. Damian’s professional background encompasses diverse experiences across various companies in Argentina, Italy, and the United Kingdom, prior to his tenure at Standard Chartered.
https://www.linkedin.com/in/damiansoriano/
Martin Stewart
I’m a web developer specialized in working with the Elm programming language. In my free time I maintain https://ascii-collab.app/ a website where people can draw ascii art on a shared canvas and I run elm-review-bot, a github bot that checks Elm packages for common mistakes. I also enjoy biking and bouldering.
https://github.com/MartinSStewart
https://town-collab.app/?x=1335&y=-47
https://github.com/MartinSStewart/town-collab
Video sponsor – Ada Beat
Merch
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