Building Automated Trading Systems: With an Introduction to Visual C++.NET 2005 (Financial Market Technology)

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9780750682510: Building Automated Trading Systems: With an Introduction to Visual C++.NET 2005 (Financial Market Technology)

Book by Vliet Benjamin Van

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"Building Automated Trading Systems is a must read for anyone developing professional algorithmic trading systems. It brings all aspects of design, functionality and real-time system implementation into clear step-by-step focus. This book will be a first choice reference manual for the serious professional .NET programmer in trading system development." -- Russell Wojcik, Member of CME and CBOT, Head of Trading Strategy Concentration, Illinois Institute of Technology "This book is an excellent primer for anyone interested in developing automated or semi-automated trading applications. Ben covers the programming knowledge needed to develop successful trading applications. A must have for traders getting into programming and programmers getting into trading. It will also serve as a useful reference for developing more sophisticated trading tools." -- Sagy P. Mintz, Vice President, Trading Technologies, Inc.

Reseña del editor:

Over the next few years, the proprietary trading and hedge fund industries will migrate largely to automated trade selection and execution systems. Indeed, this is already happening. While several finance books provide C++ code for pricing derivatives and performing numerical calculations, none approaches the topic from a system design perspective. This book will be divided into two sections-programming techniques and automated trading system ( ATS ) technology-and teach financial system design and development from the absolute ground up using Microsoft Visual C++.NET 2005. MS Visual C++.NET 2005 has been chosen as the implementation language primarily because most trading firms and large banks have developed and continue to develop their proprietary algorithms in ISO C++ and Visual C++.NET provides the greatest flexibility for incorporating these legacy algorithms into working systems. Furthermore, the .NET Framework and development environment provide the best libraries and tools for rapid development of trading systems. The first section of the book explains Visual C++.N ET 2005 in detail and focuses on the required programming knowledge for automated trading system development, including object oriented design, delegates and events, enumerations, random number generation, timing and timer objects, and data management with STL.NET and .NET collections. Furthermore, since most legacy code and modeling code in the financial markets is done in ISO C++, this book looks in depth at several advanced topics relating to managed/unmanaged/COM memory management and interoperability. Further, this book provides dozens of examples illustrating the use of database connectivity with ADO.NET and an extensive treatment of SQL and FIX and XML/FIXML. Advanced programming topics such as threading, sockets, as well as using C++.NET to connect to Excel are also discussed at length and supported by examples. The second section of the book explains technological concerns and design concepts for automated trading systems. Specifically, chapters are devoted to handling real-time data feeds, managing orders in the exchange order book, position selection, and risk management. A .dll is included in the book that will emulate connection to a widely used industry API ( Trading Technologies, Inc. 's XTAPI ) and provide ways to test position and order management algorithms. Design patterns are presented for market taking systems based upon technical analysis as well as for market making systems using intermarket spreads. As all of the chapters revolve around computer programming for financial engineering and trading system development, this book will educate traders, financial engineers, quantitative analysts, students of quantitative finance and even experienced programmers on technological issues that revolve around development of financial applications in a Microsoft environment and the construction and implementation of real-time trading systems and tools. This title teaches financial system design and development from the ground up using Microsoft Visual C++.NET 2005. It provides dozens of examples illustrating the programming approaches in the book. Chapters are supported by screenshots, equations, sample Excel spreadsheets, and programming code.

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Benjamin Van Vliet
Editorial: Academic Press 2007-05-23 (2007)
ISBN 10: 0750682515 ISBN 13: 9780750682510
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Descripción Academic Press 2007-05-23, 2007. Hardcover. Estado de conservación: New. Nº de ref. de la librería NU-ELS-00011595

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Benjamin Van Vliet
Editorial: ELSEVIER SCIENCE TECHNOLOGY, United Kingdom (2007)
ISBN 10: 0750682515 ISBN 13: 9780750682510
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The Book Depository
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Descripción ELSEVIER SCIENCE TECHNOLOGY, United Kingdom, 2007. Hardback. Estado de conservación: New. 259 x 188 mm. Language: English . Brand New Book. Over the next few years, the proprietary trading and hedge fund industries will migrate largely to automated trade selection and execution systems. Indeed, this is already happening. While several finance books provide C++ code for pricing derivatives and performing numerical calculations, none approaches the topic from a system design perspective. This book will be divided into two sections-programming techniques and automated trading system ( ATS ) technology-and teach financial system design and development from the absolute ground up using Microsoft Visual 2005. MS Visual 2005 has been chosen as the implementation language primarily because most trading firms and large banks have developed and continue to develop their proprietary algorithms in ISO C++ and Visual provides the greatest flexibility for incorporating these legacy algorithms into working systems. Furthermore, the Framework and development environment provide the best libraries and tools for rapid development of trading systems. The first section of the book explains Visual C++.N ET 2005 in detail and focuses on the required programming knowledge for automated trading system development, including object oriented design, delegates and events, enumerations, random number generation, timing and timer objects, and data management with STL and collections. Furthermore, since most legacy code and modeling code in the financial markets is done in ISO C++, this book looks in depth at several advanced topics relating to managed/unmanaged/COM memory management and interoperability. Further, this book provides dozens of examples illustrating the use of database connectivity with ADO and an extensive treatment of SQL and FIX and XML/FIXML. Advanced programming topics such as threading, sockets, as well as using to connect to Excel are also discussed at length and supported by examples. The second section of the book explains technological concerns and design concepts for automated trading systems. Specifically, chapters are devoted to handling real-time data feeds, managing orders in the exchange order book, position selection, and risk management. A .dll is included in the book that will emulate connection to a widely used industry API ( Trading Technologies, Inc. s XTAPI ) and provide ways to test position and order management algorithms. Design patterns are presented for market taking systems based upon technical analysis as well as for market making systems using intermarket spreads. As all of the chapters revolve around computer programming for financial engineering and trading system development, this book will educate traders, financial engineers, quantitative analysts, students of quantitative finance and even experienced programmers on technological issues that revolve around development of financial applications in a Microsoft environment and the construction and implementation of real-time trading systems and tools. Nº de ref. de la librería AA59780750682510

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3.

Benjamin Van Vliet
Editorial: ELSEVIER SCIENCE TECHNOLOGY, United Kingdom (2007)
ISBN 10: 0750682515 ISBN 13: 9780750682510
Nuevos Tapa dura Cantidad: 1
Librería
The Book Depository US
(London, Reino Unido)
Valoración
[?]

Descripción ELSEVIER SCIENCE TECHNOLOGY, United Kingdom, 2007. Hardback. Estado de conservación: New. 259 x 188 mm. Language: English . Brand New Book. Over the next few years, the proprietary trading and hedge fund industries will migrate largely to automated trade selection and execution systems. Indeed, this is already happening. While several finance books provide C++ code for pricing derivatives and performing numerical calculations, none approaches the topic from a system design perspective. This book will be divided into two sections-programming techniques and automated trading system ( ATS ) technology-and teach financial system design and development from the absolute ground up using Microsoft Visual 2005. MS Visual 2005 has been chosen as the implementation language primarily because most trading firms and large banks have developed and continue to develop their proprietary algorithms in ISO C++ and Visual provides the greatest flexibility for incorporating these legacy algorithms into working systems. Furthermore, the Framework and development environment provide the best libraries and tools for rapid development of trading systems. The first section of the book explains Visual C++.N ET 2005 in detail and focuses on the required programming knowledge for automated trading system development, including object oriented design, delegates and events, enumerations, random number generation, timing and timer objects, and data management with STL and collections. Furthermore, since most legacy code and modeling code in the financial markets is done in ISO C++, this book looks in depth at several advanced topics relating to managed/unmanaged/COM memory management and interoperability. Further, this book provides dozens of examples illustrating the use of database connectivity with ADO and an extensive treatment of SQL and FIX and XML/FIXML. Advanced programming topics such as threading, sockets, as well as using to connect to Excel are also discussed at length and supported by examples. The second section of the book explains technological concerns and design concepts for automated trading systems. Specifically, chapters are devoted to handling real-time data feeds, managing orders in the exchange order book, position selection, and risk management. A .dll is included in the book that will emulate connection to a widely used industry API ( Trading Technologies, Inc. s XTAPI ) and provide ways to test position and order management algorithms. Design patterns are presented for market taking systems based upon technical analysis as well as for market making systems using intermarket spreads. As all of the chapters revolve around computer programming for financial engineering and trading system development, this book will educate traders, financial engineers, quantitative analysts, students of quantitative finance and even experienced programmers on technological issues that revolve around development of financial applications in a Microsoft environment and the construction and implementation of real-time trading systems and tools. Nº de ref. de la librería AA59780750682510

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Benjamin Van Vliet
Editorial: Academic Pr (2007)
ISBN 10: 0750682515 ISBN 13: 9780750682510
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Revaluation Books
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Descripción Academic Pr, 2007. Hardcover. Estado de conservación: Brand New. 1st edition. 336 pages. 10.25x7.50x0.75 inches. In Stock. Nº de ref. de la librería __0750682515

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VAN VLIET, BENJAMIN
Editorial: Academic Press (2007)
ISBN 10: 0750682515 ISBN 13: 9780750682510
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Herb Tandree Philosophy Books
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Descripción Academic Press, 2007. Hardback. Estado de conservación: NEW. 9780750682510 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Nº de ref. de la librería HTANDREE0898802

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VAN VLIET, BENJAMIN
Editorial: Academic Press (2007)
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Herb Tandree Philosophy Books
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Descripción Academic Press, 2007. Hardback. Estado de conservación: NEW. 9780750682510 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Nº de ref. de la librería HTANDREE01204302

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Van Vliet, Benjamin
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Descripción Academic Press. Hardcover. Estado de conservación: New. 0750682515 New Condition. Nº de ref. de la librería NEW6.0387723

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Van Vliet, Benjamin
Editorial: Academic Press (2007)
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Descripción Academic Press, 2007. Hardcover. Estado de conservación: New. book. Nº de ref. de la librería 0750682515

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Benjamin Van Vliet
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Descripción Academic Press, 2007. Hardcover. Estado de conservación: New. 1. Nº de ref. de la librería DADAX0750682515

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Descripción Estado de conservación: Brand New. Book Condition: Brand New. Nº de ref. de la librería 97807506825101.0

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