Open Daily: 10am - 10pm | Alley door pickup 10am - 7pm 3038 Hennepin Ave Minneapolis, MN
612-822-4611

  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Building Automated Trading Systems: With an Introduction to Visual C++.Net 2005 [With CDROM]

Building Automated Trading Systems: With an Introduction to Visual C++.Net 2005 [With CDROM]

Van Vliet, Benjamin

Hardcover

Series: Financial Market Technology

Programming

ISBN10: 0750682515
ISBN13: 9780750682510
Publisher: Academic Pr Inc
Published: Mar 7 2007
Pages: 336
Weight: 2.03
Height: 0.93 Width: 7.44 Depth: 10.46
Language: English

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.

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