SCNA 2012 / November 10, 2012 - Chicago, IL
Abstract
In functional programming, words from Category Theory are thrown around, but how useful are they really?
This session looks at applications of monoids specifically and how using their algebraic properties offers a solid foundation of reasoning in many types of business domains and reduces developer error as computational context complexity increases.
This will provide a tiny peak at Category Theory's practical uses in software development and modeling. Code examples will be in Haskell and Scala, but monoids could be constructed in almost any language by software craftsmen and women utilizing higher orders of reasoning to their code.
Slides
Susan Potter
Quant
Work with me
I spent the first half of my career building risk models and market data infrastructure at BNP Paribas, Bank of America, and Citadel, then fourteen years shipping production systems at scale. Now I bring both sides to quantitative trading. If you're a trading firm, family office, or fund looking to tighten the connection between your research ideas and your production trading systems, whether that's building validation pipelines, formalizing signal logic, or getting microstructure analytics into a deployable state, I'd like to hear what you're working on. Reach me at me@susanpotter.net.