Building Automated Trading Systems: With an Introduction to Visual C++.NET 2005 (Financial Market Technology) Van Vliet, Benjamin
Language: English
Published by Academic Press, 2007
- Hardcover
- Used
Seller: online-buch-de, Dozwil, Switzerlandonline-buch-de
AbeBooks seller since April 4, 2011
Condition: Used - As new
£ 56.02
Quantity: 1 available
Add to basketSeller Inventory # 343-5-1-8
- Title
- Building Automated Trading Systems: With an Introduction to Visual C++.NET 2005 (Financial Market Technology) Van Vliet, Benjamin
- Author
- Van Vliet, Benjamin
- Publisher
- Academic Press
- Publication year
- 2007
- Condition
- gebraucht; wie neu
- Binding
- Hardcover May 23, 2007
- Language
- English
- ISBN 10
- 0750682515
- ISBN 13
- 9780750682510
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++.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.
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.
- Teaches financial system design and development from the ground up using Microsoft Visual C++.NET 2005
- Provides dozens of examples illustrating the programming approaches in the book
- Chapters are supported by screenshots, equations, sample Excel spreadsheets, and programming code
"Synopsis" may belong to another edition of this title.
About the Author
Mr. Van Vliet is also the author of "Modeling Financial Markets" with Robert Hendry (2003, McGraw Hill) and "Building Automated Trading Systems"(2007, Academic Press. Additionally, he has published several articles in the areas of finance and technology, and presented his research at several academic and professional conferences.
"About the title" may belong to another edition of this title.
online-buch-de
Dozwil, Switzerland
AbeBooks seller since April 4, 2011
Shipping rates from Switzerland to U.S.A.
| Item | 7 to 14 business days | 8 to 15 business days |
|---|---|---|
| First item | £ 30.59 | £ 30.59 |
Payment methods
- Paypal
Store description
Bei antiquarischen Büchern ist die Zustandbeschreibung immer als "altersgemäss" zu verstehen. Sie können natürlich auch Fotos der gewünschten Position anfördern. Wir freuen uns über Ihr Vertrauen und auf Ihre geschätzte Bestellung. Fragen Sie uns einfach nach.
Seller's business information
Biopuls GmbH
Amriswilerstrasse 10, Biopuls GmbH
Dozwil, Switzerland 8582
Terms of sale
Die Bücher werden in der Regel bis 48 Stunden nach
Bestelleingang verschickt. Die Versandkostenpauschalen basieren auf Durchschnittswerten für unter 1 kg schwere Bücher. Versand in einem
Luftpolster- oder Kartonumschlag.
Right of withdrawal
If you are a consumer you can withdraw from the contract in accordance with the following. Consumer means any natural person who is acting for purposes which are outside his trade, business, craft or profession.
Information regarding the right of withdrawal
Statutory right to withdraw
You have the right to withdraw from this contract within 14 days without giving any reason.
The withdrawal period will expire after 14 days from the day on which you acquire, or a third party other than the carrier and indicated by you acquires, physical possession of the last good or the last lot or piece.
To exercise the right of withdrawal, electronically fill in and submit a clear statement on our website, under "My Purchases" in "My Account". We will communicate to you an acknowledgement of receipt of such a withdrawal on a durable medium (e.g. by e-mail) without delay.
To meet the withdrawal deadline, it is sufficient for you to send your communication concerning your exercise of the right of withdrawal before the withdrawal period has expired.
Effects of withdrawal
If you withdraw from this contract, we will reimburse to you all payments received from you, including the costs of delivery (except for the supplementary costs arising if you chose a type of delivery other than the least expensive type of standard delivery offered by us).
We may make a deduction from the reimbursement for loss in value of any goods supplied, if the loss is the result of unnecessary handling by you.
We will make the reimbursement without undue delay, and not later than 14 days after the day on which we are informed about your decision to withdraw from this contract.
We will make the reimbursement using the same means of payment as you used for the initial transaction, unless you have expressly agreed otherwise; in any event, you will not incur any fees as a result of such reimbursement.
We may withhold reimbursement until we have received the goods back, or you have supplied evidence of having sent back the goods, whichever is the earliest.
You shall send back the goods or hand them over to online-buch-de, Dozwil, Switzerland, +41 079-4124641, without undue delay and in any event not later than 14 days from the day on which you communicate your withdrawal from this contract to us. The deadline is met if you send back the goods before the period of 14 days has expired. You will have to bear the direct cost of returning the goods. You are only liable for any diminished value of the goods resulting from the handling other than what is necessary to establish the nature, characteristics and functioning of the goods.
Exceptions to the right of withdrawal
The right of withdrawal does not apply to:
- The delivery of newspapers, journals or magazines with the exception of subscription contracts; and
- The supply of digital content which is not supplied on a tangible medium (e.g. on a CD or DVD) if you accepted when you placed your order that we could start to deliver it, and that you could not withdraw once delivery had started.
Shipping terms
Die Ware wird in der Regel innerhalb von 48 Stunden nach Bestelleingang verschickt. Bitte entnehmen Sie den voraussichtlichen Liefertermin Ihrer Bestellbestätigung. Die Versandkostenpauschalen basieren auf Durchschnittswerten für 1 kg schwere Bücher. Über abweichende Kosten (z.B. wegen eines sehr schweren Buches) werden Sie gegebenenfalls vom Verkäufer informiert.