Building Automated Trading Systems: With an Introduction to Visual C++.net 2005

Valutazione media 4,5
( su 2 valutazioni fornite da GoodReads )
 
9780750682510: Building Automated Trading Systems: With an Introduction to Visual C++.net 2005

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.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

I migliori risultati di ricerca su AbeBooks

1.

Benjamin Van Vliet
Editore: Academic Press 2007-05-23 (2007)
ISBN 10: 0750682515 ISBN 13: 9780750682510
Nuovi Rilegato Quantità: 5
Da
Chiron Media
(Wallingford, Regno Unito)
Valutazione libreria
[?]

Descrizione libro Academic Press 2007-05-23, 2007. Hardcover. Condizione libro: New. Codice libro della libreria NU-ELS-00011595

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 56,39
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 3,52
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

2.

Benjamin Van Vliet
Editore: ELSEVIER SCIENCE TECHNOLOGY, United Kingdom (2007)
ISBN 10: 0750682515 ISBN 13: 9780750682510
Nuovi Rilegato Quantità: 1
Da
The Book Depository
(London, Regno Unito)
Valutazione libreria
[?]

Descrizione libro ELSEVIER SCIENCE TECHNOLOGY, United Kingdom, 2007. Hardback. Condizione libro: 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. Codice libro della libreria AA59780750682510

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 61,08
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

3.

Benjamin Van Vliet
Editore: ELSEVIER SCIENCE TECHNOLOGY, United Kingdom (2007)
ISBN 10: 0750682515 ISBN 13: 9780750682510
Nuovi Rilegato Quantità: 1
Da
The Book Depository US
(London, Regno Unito)
Valutazione libreria
[?]

Descrizione libro ELSEVIER SCIENCE TECHNOLOGY, United Kingdom, 2007. Hardback. Condizione libro: 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. Codice libro della libreria AA59780750682510

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 61,37
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

4.

Benjamin Van Vliet
Editore: Academic Pr (2007)
ISBN 10: 0750682515 ISBN 13: 9780750682510
Nuovi Rilegato Quantità: 1
Da
Revaluation Books
(Exeter, Regno Unito)
Valutazione libreria
[?]

Descrizione libro Academic Pr, 2007. Hardcover. Condizione libro: Brand New. 1st edition. 336 pages. 10.25x7.50x0.75 inches. In Stock. Codice libro della libreria __0750682515

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 73,85
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 7,07
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

5.

VAN VLIET, BENJAMIN
Editore: Academic Press (2007)
ISBN 10: 0750682515 ISBN 13: 9780750682510
Nuovi Rilegato Quantità: 1
Da
Herb Tandree Philosophy Books
(Stroud, GLOS, Regno Unito)
Valutazione libreria
[?]

Descrizione libro Academic Press, 2007. Hardback. Condizione libro: NEW. 9780750682510 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Codice libro della libreria HTANDREE0898802

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 75,21
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 9,42
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

6.

VAN VLIET, BENJAMIN
Editore: Academic Press (2007)
ISBN 10: 0750682515 ISBN 13: 9780750682510
Nuovi Rilegato Quantità: 1
Da
Herb Tandree Philosophy Books
(Stroud, GLOS, Regno Unito)
Valutazione libreria
[?]

Descrizione libro Academic Press, 2007. Hardback. Condizione libro: NEW. 9780750682510 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Codice libro della libreria HTANDREE01204302

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 75,21
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 9,42
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

7.

Van Vliet, Benjamin
Editore: Academic Press (2007)
ISBN 10: 0750682515 ISBN 13: 9780750682510
Nuovi Rilegato Quantità: 1
Da
Irish Booksellers
(Rumford, ME, U.S.A.)
Valutazione libreria
[?]

Descrizione libro Academic Press, 2007. Hardcover. Condizione libro: New. book. Codice libro della libreria 0750682515

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 87,39
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
In U.S.A.
Destinazione, tempi e costi

8.

Benjamin Van Vliet
Editore: Academic Press (2007)
ISBN 10: 0750682515 ISBN 13: 9780750682510
Nuovi Rilegato Quantità: 1
Da
Ergodebooks
(RICHMOND, TX, U.S.A.)
Valutazione libreria
[?]

Descrizione libro Academic Press, 2007. Hardcover. Condizione libro: New. 1. Codice libro della libreria DADAX0750682515

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 85,12
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 3,66
In U.S.A.
Destinazione, tempi e costi

9.

Van Vliet, Benjamin
Editore: Academic Press
ISBN 10: 0750682515 ISBN 13: 9780750682510
Nuovi Rilegato Quantità: 1
Da
Cloud 9 Books
(West Palm Beach, FL, U.S.A.)
Valutazione libreria
[?]

Descrizione libro Academic Press. Hardcover. Condizione libro: New. 0750682515 New Condition. Codice libro della libreria NEW6.0387723

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 91,04
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 4,57
In U.S.A.
Destinazione, tempi e costi