Building Automated Trading Systems, Van Vliet

Building Automated Trading Systems: With an Introduction to Visual C++.NET 2005 by Benjamin Van Vliet focuses on the required programming information for automated trading system development, including object oriented design, delegates and occasions, enumerations, random quantity era, timing and timer objects, and information management with STL.NET and .NET collections.
Moreover, since most legacy code and modeling code in the monetary markets is done in ISO C++, this book seems in depth at several advanced matters referring to managed/unmanaged/COM memory management and interoperability. Additional, this book offers dozens of examples illustrating using database connectivity with ADO.NET and an intensive treatment of SQL and FIX and XML/FIXML. Advanced programming matters corresponding to threading, sockets, as well as using C++.NET to connect to Excel are also discussed at size and supported by examples.
The book explains technological considerations and design ideas for automated trading systems. Specifically, chapters are devoted to handling real-time information feeds, managing orders within the alternate order book, position choice, and risk management. A .dll is included in the book that will emulate connection to a extensively used business API and provide ways to check position and order management algorithms.
As all of the chapters revolve round computer programming for monetary engineering and trading system growth, this book will educate traders, monetary engineers, quantitative analysts, students of quantitative finance and even skilled programmers on technological issues that revolve around improvement of financial functions in a Microsoft surroundings and the construction and implementation of actual-time trading programs and tools.
Design patterns are introduced for market taking systems based upon technical analysis as well as for market making techniques using intermarket spreads. It brings all features of design, functionality and real-time system implementation into clear step-by-step focus. This book will likely be a first choice reference manual for the serious professional .NET programmer in trading system development.
Building Automated Trading Systems: With an Introduction to Visual C++.NET 2005 [Hardcover]
Benjamin Van Vliet
Academic Press; 1 edition (March 21, 2007)
336 pages
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