{"product_id":"building-automated-trading-systems-with-an-introduction-to-visual-c-net-2005-hardback-9780750682510","title":"Building Automated Trading Systems; With an Introduction to Visual C++.NET 2005 (Hardback) 9780750682510","description":"\u003cfont face=\"Georgia\"\u003e\r\n\u003cp\u003e\u003cfont size=\"6\"\u003eBuilding Automated Trading Systems\u003c\/font\u003e\u003cbr\u003e\r\n\u003cfont size=\"5\"\u003eWith an Introduction to Visual C++.NET 2005\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cem\u003eIllustrates how to take quantitative finance methods and implement them in the real-world, real-time, electronic markets using Microsoft’s .NET platform\u003c\/em\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003cp\u003e\u003cfont size=\"4\"\u003eBenjamin Van Vliet (Author)\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e9780750682510\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eHardback, published 23 May 2007\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e336 pages\u003cbr\u003e26 x 18.3 x 2.4 cm, 0.93 kg\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\u003cp align=\"justify\"\u003e\u003cem\u003e\u003cfont size=\"3\"\u003e\"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.\" \u003cb\u003e--Russell Wojcik, Member of CME and CBOT, Head of Trading Strategy Concentration, Illinois Institute of Technology\u003cbr\u003e\u003c\/b\u003e\u003cbr\u003e\"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.\" \u003cb\u003e--Sagy P. Mintz, Vice President, Trading Technologies, Inc.\u003c\/b\u003e\u003c\/font\u003e\u003c\/em\u003e\u003c\/p\u003e\r\n\r\n\u003cp align=\"justify\"\u003e\u003cstrong\u003e\u003cfont size=\"3\"\u003e\u003cp\u003eOver 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.\u003c\/p\u003e  \u003cp\u003eThe first section of the book explains Visual C++.NET 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.\u003c\/p\u003e  \u003cp\u003eThe 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. \u003c\/p\u003e\u003c\/font\u003e\u003c\/strong\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e\u003cp\u003e1. Introduction\u003c\/p\u003e \u003cp\u003e\u003cb\u003eSection I: Introduction to Visual C++.NET 2005 \u003c\/b\u003e2. The .NET Framework 3. Tracking References 4. Classes and Objects 5. Reference Types 6. Value Types 7. Unmanaged Objects 8. Composition 9. Properties 10. Structures and Enumerations 11. Inheritance 12. Converting and Casting 13. Operator Overloading 14. Delegates and Events 15. Arrays 16. Generating Random Numbers 17. Time and Timers 18. Input and Output Streams 19. Exception Handling 20. Collections 21. STL\/STL.NET 22. DataSets 23. Connecting to Databases 24. Structured Query Language 25. XML 26. Financial Information Exchange Protocol 27. Serialization 28 Windows Services 29 Setup and Installation Packages\u003c\/p\u003e \u003cp\u003e\u003cb\u003eSection II: Concurrency \u003c\/b\u003e30 Threading 31 Synchronization Classes 32 Sockets\u003c\/p\u003e \u003cp\u003e\u003cb\u003eSection III: Interoperability and Connectivity \u003c\/b\u003e33 Marshaling 34 Interior and Pinning Pointers 35 Connecting to Managed DLLs 36 Connecting to Componenet Object Model (COM) DLLs with COM Interop 37 Connecting to C++DLLs with Platform Invocation Services 38 Connecting to Excel 39 Connecting to TraderAPI 40 Connecting to XTAPIConnection_Example\u003c\/p\u003e \u003cp\u003e\u003cb\u003eSection IV: Automated Trading Systems \u003c\/b\u003e41 Building Trading Systems 42 KV Trading System Development Methodology 43 Automated Trading System Classes 44 Single-Threaded, Technical Analysis System 45 Producer\/Consumer Design Pattern 46 Multithreaded, Statistical Arbitrage System\u003c\/p\u003e\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eSubject Areas: Programming \u0026amp; scripting languages: general [\u003ca title=\"See our other books on Programming \u0026amp; scripting languages: general\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Programming%20\u0026amp;%20scripting%20languages:%20general%20%5BUMX%5D%22\"\u003eUMX\u003c\/a\u003e], Investment \u0026amp; securities [\u003ca title=\"See our other books on Investment \u0026amp; securities\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Investment%20\u0026amp;%20securities%20%5BKFFM%5D%22\"\u003eKFFM\u003c\/a\u003e]\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003c\/font\u003e","brand":"Freshly Printed Books","offers":[{"title":"Default Title","offer_id":46648693981464,"sku":"9780750682510","price":63.99,"currency_code":"GBP","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0730\/2037\/5320\/products\/9780750682510.jpg?v=1694093386","url":"https:\/\/freshlyprintedbooks.co.uk\/products\/building-automated-trading-systems-with-an-introduction-to-visual-c-net-2005-hardback-9780750682510","provider":"Freshly Printed Books","version":"1.0","type":"link"}