Trading on IMPhillip Trelford

@ptrelfordhttp://trelford.com/blog

IM Talk contentF# Primer in Visual Studio 2010Business value

Trading 101Trading on IM

ImplementationXMPP with F# AgentsC# integration

Q & A

Trading 101: MarketsExchange

ElectronicVoice

Over-the-counter (OTC)ElectronicVoiceVoice/IMHybrid

Trading 101: Match buyers and sellersBids and Asks

Broker workflowsBroker broadcasts prices to Traders

SquawkVoiceIM

Broker enters prices and dealsFrom voiceFrom IM

Future TradingAirline needs to buy fuel, lock pricesReduce risk

Oil producer needs to agree a price at which it is economical to extract and enrich

Electronic Services on IMBrokers

Blast prices to tradersInsert prices from traders

TradersSame interfaceImproved services, subscribe to pricesSTP Deal confirmation

XMPPExtensible Messaging and Presence Protocol

Agent

AgentsF# MailboxProcessorErlang message processing

Agents: Get Smart

Agent Smiths

Post

Parallel agents

EndQ & A