If there was ever a "poster child" for complex and demanding data tasks it should be finance. Financial data is often ugly, complex and big! Simplify your data analysis by using F#. This talk focuses on the open-source data analysis package "Deedle", which provides tools for data and time-series analysis.
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1. F# and Financial Data Making Data Analysis SimpleTomas
Petricek, @tomaspetricek Formerly at BlueMountain Capital
2. software stackstrainings teaching F# user groups mac and
linuxsnippetscross-platform tutorialsF# Software Foundation F#
community open-source MonoDevelop http://www.fsharp.org
contributions research support consultancy mailing list 3. Tomas
& BlueMountain Capital Tomas PetricekBlueMountain
CapitalLong-time F# contributorNew York & London
officesReal-World Functional Programming authorUses 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 & NYCWorked at BMC
for 3 months on data science libraries 4. data
acquisitionstatisticsdata cleaning machine learningdata
transformationvisualizationtypeF# Data Science Working providers
Group data sources kaggle vega grammar presentation www.fslab.org R
providertime-seriesvisualization data aggregation 5. www.fslab.org
6. Deedlehttp://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# RProviderhttp://bluemountaincapital.github.io/FSharpRProvider/
12. DEMO #1 Understanding the world 13. Understanding the world
Deedle data frame Data exploration Alignment & aggregationR
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 alignmentVega visualizations Pre-alpha stage
Wraps JS Vega library 18. FsLab needs you & you need FsLab
Ready to use Used & well tested Created by expertsContribute
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! [email protected]
