This document outlines the agenda for a workshop on trying F# for data science. The agenda includes introductions and setup, three sets of hands-on exercises - getting started in F#, financial applications, and data visualization - as well as breaks. It also covers type providers and their benefits, and concludes with a challenge problem and additional resources.

1. Try F#:
From Zero to Data
Science
Phil Trelford | @ptrelford | trelford.com/blog/ | github: ptrelford
Rachel Reese | @rachelreese | rachelree.se | github: rachelreese

2. 2:30pm Intro and Setup
2:45 Set 1: Getting Started in F#
3:10 F# in Finance
3:25 Set 2: Data Visualization
3:55 Break
4:05 Intro to Type Providers
4:20 Set 3: Data Science
4:50 Challenge!
5:20 Wrap up
5:30 Fin!
Agenda

3. Pair Up!
Recommend Chrome or IE
Explore Try F# site.
Set up

4. Bindings and values
and REPLs! Oh my!
●
Print a statement with a float.
Fun with Functional
Functions
●
Add to the toHackerTalk function by changing e
-> 3 and l -> 1.
Chaining Functions
with the Forward
Pipe Operator
●
Find the difference between the max high and
the min low for all the days.
●
Find the difference between open and close on
the day with the highest volume.
Using Data Structures
to Create Larger
Programs
●
Add a SuperLeaf to powerUp; test
handlePowerUp.
Set 1: Getting Started

5. F# in finance Progressive F# Tutorials
NYC 2013

6. F#UNCTIONAL
lONDONERS
600+ Members
Founded Feb 4, 2010
48 Meetings

7. New York City F#
User Group
500+ Members
Founded Nov 10, 2010
25 Meetings

8. Investment
Banks
Hedg
e
funds
Prop
shops
Utilitie
s
Insura
nce
Who?

9. F# for Profit
Time to Market
Efficiency
Correctness
Complexity

10. Time to market
speed development by 50 percent or more,
European IB
order of magnitude increase in productivity,
GameSys

11. Efficiency
processes that used to require hours now take just minutes, Grange Insurance
performance is 10× better than the C++ that it replaces, Aviva

12. Correctness
leads to virtually bug-free code,
Fixed Income
I am still waiting for the first bug to come in,
E-On

13. Complexity
everything becomes simple and clear when expressed in F#, Byron Cook

14. fsharp.org/testimonials
speed development by 50 percent or more, European IB
order of magnitude increase in productivity, GameSys
processes that used to require hours now take just minutes, Grange Insurance
performance is 10× better than the C++ that it replaces, Aviva
leads to virtually bug-free code, Fixed Income
I am still waiting for the first bug to come in, E-On
complex algorithms can be expressed succinctly, Microsoft
everything becomes simple and clear when expressed in F#, Byron Cook

15. Tickspec: debug examples

16. Joule Energy Trading Screen

17. Units of Measure

18. .Net 4.5 Garbage Collector
Latency Mode Application Scenarios
Batch Command line
Server Side
Interactive LOB applications
LowLatency Trading Screens
SustainedLowLatency Financial Applications

19. F# in Excel

20. Try F#: http://tryfsharp.org

21. Charting Quick-Start
●
Add a vertical line to the
“Combining Charts” example to
make an asterisk, then center the
figure on the chart.
Introduction to Data
Visualization
●
Add a title to the Column chart.
Sampling Functions
and Performance
●
Using DateTime.Now.Ticks, find the
difference in processing time for the
final samples.
Set 2: Data Visualization

22. Break

23. 2:30pm Intro and Setup
2:45 Set 1: Getting Started in F#
3:10 F# in Finance
3:25 Set 2: Data Visualization
3:55 Break
4:05 Intro to Type Providers
4:20 Set 3: Data Science
4:50 Challenge!
5:20 Wrap up
5:30 Fin!
Agenda

24. Type Providers
TYPE ALL THE DATA

25. What are type providers?
A mechanism to provide types to the
compiler.

26. For me, part of the role of F# is about proving that statically-typed languages
can play fully in the modern world of connected programming, without losing
the simplicity, elegance or tooling that come with strong types.
Type providers are an essential part of tackling this, because we can no longer
ignore the information-richness of external data sources, and have to
change language and compiler architecture to adapt.
- Don Syme
Why do we need them?

27. Intellisense,
tooltips, & other
tooling available
No code
generation
●
Always in sync
with the source
●
No extra bloated
code
●
Scalable to
millions of types
(e.g. - freebase)
More natural with
REPL
Benefits
“Type Providers are about replacing our conventional notion of a “library” with a provider
model. This allows a type provider to project an external information source into F# and
makes it easier to access diverse sources of data.”

28. Demo
WSDL Mash-up
Using F# to visualize World Bank data in R

29. Set 3: Data Science

30. Challenge!
Use tryfsharp.org/Create to find the name of the country with the max gasoline
price in 2010.
Bonus: Graph the top 10 countries in that list with a bar or column chart.

31. Additional Resources
• MSDN F# home: http://fsharp.net
• F# 3 Sample Pack: F# 3.0 Sample Pack
• F# Koans: https://github.com/ChrisMarinos/FSharpKoans
• Try F#: http://www.tryfsharp.org or http://tryfs.net/
• Skills Matter: http://skillsmatter.com/go/scala
• Community contributed samples: http://fssnip.net/
• Wikibook: http://en.wikibooks.org/wiki/Programming:F_Sharp
• Chat rooms: http://jabbr.net/ or http://irc.freenode.net
• FPish: http://fpish.net/home/1/f~23

32. Try F#:
From Zero to Data Science
Rachel Reese | @rachelreese | rachelree.se | github: rachelreese