Haskell reinterpreted – large-scale real-world experience with the Mu compiler in Financial Markets
For over 11 years, Standard Chartered has maintained its own proprietary compiler for a dialect of Haskell called “Mu”. In this talk we present its origins in the context of a global Financial Markets business, a rationale for the main differences between Mu and Haskell (such as strictness by default), and choices on compiler and library design, such as whole-program compilation, and serialisation of any computation for parallel execution. We conclude with some code and language extension usage statistics from our production code repository, and present a plan to bridge the gap between Mu and Haskell in the near future.
Marten Agren leads a team of quantitative analysts and developers at Standard Chartered Bank since 2008. Previously Marten worked in related roles at Lehman Brothers, Goldman Sachs and Credit Suisse. He graduated from London Business School with an MBA in 1995. Marten divides his free time between his children, embedded programming, modular synthesis, photography and reading history.