About:

Laurent P. René de Cotret is a software engineer and researcher with interests in computing, data science, and finance.

Website:

Specializations:

Interests:

High-performance scientific computing Data science Machine learning Power infrastructure Technology Finance

Outgoing Links:

Simon Peyton Jones
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This blog post discusses the process of generating client functions to interact with an API using Haskell, specifically through the Servant library. It builds on previous posts about serving APIs and emphasizes the importance of t...
This blog post continues a series on building APIs using Haskell's Servant framework. It focuses on creating a server application that serves an API with four endpoints for weather forecasting and real-time measurements. The autho...
This blog post discusses the creation of type-safe links for APIs using Haskell's Servant library. It explains how to derive string representations of endpoint types by utilizing the Proxy type and typeclasses. The author demonstr...
The blog post introduces the concept of representing a web API as a type using Haskell's Servant library. It explains how to construct an API type that encapsulates various endpoints, ensuring correctness through type safety. The ...
The blog post introduces a series focused on the Haskell web framework Servant, emphasizing its innovative use of Haskell's advanced type system. The author, a backend software engineer, aims to demystify Servant by exploring its ...
The author, Laurent P. René de Cotret, discusses his involvement with the Haskell community and his recent election to the Haskell Foundation's board of directors. He emphasizes the foundation's vision to enhance industry adoption...
The author discusses the challenges of working on data science in Haskell and explores the design tradeoff of building a Haskell-centric data science workflow. The blog post delves into the implementation of a Series data structur...
The author discusses the importance of using computers for scientific calculations and the need for numerical tools. They describe a mechanism called typed dimensions to eliminate bugs and how the dimensional Haskell package makes...
Laurent P. René de Cotret co-founded Powerweave with Mathilde Mounier to address the climate emergency by creating a movement with a tangible impact. They aim to help the world by addressing the stress on power grid infrastructure...
The text discusses algorithmic power trading and the design of a technology stack using Haskell. It explains the basics of trading strategies, backtesting, and the use of Haskell for trading strategies. It also introduces typed fe...
The author describes how he discovered that he was working with an algebraic structure in finance. He explains the implementation of a stop-loss system in a trading firm, which monitors trading performance data and emits signals b...
The text discusses efficient rolling statistics, particularly the rolling mean and rolling variance, and how to implement them using recurrence relations. It also introduces the rolling Sharpe ratio and its implementation. The aut...
The text discusses the importance of filtering noise from experimental data and introduces the concept of discrete wavelet transforms as a noise-filtering technique. It explains the use of integral transforms and the Fourier trans...
The text discusses the blockchain and its associated proof-of-work consensus algorithm, and the challenges of digital cash implementations. It also mentions the principle of Chesterton’s fence and the push towards decentralization...
The text discusses global optimization problems and how to reduce the set of possible solutions to a minimum. It uses an example problem of arranging friends in cars to illustrate the concept. The author then explains how to expre...
The text discusses the limitations of Haskell's type system when it comes to creating heterogeneous lists and provides a solution using the ExistentialQuantification language extension. It also explores the use of sum types and ex...