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                              - p r e s e n t s - 
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   Building Automated Trading Systems: With an Introduction to Visual 
   C++.NET 2005 (c) by Academic Press 

   The type of the release is: eBook
   In the PDF format with ISBN: 0750682515 and Pub Date: March 07, 2007
   The size of the release is: 02 disks x 1.44mb
   And released on: 07/03/2007

 ú-ÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄ--ú 
   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 sectionsprogramming 
   techniques and automated trading system ( ATS ) technologyand 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 and programming codes

   http://www.amazon.com/exec/obidos/tg/detail/-/0750682515/

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   Unzip, unrar and enjoy

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