Building Automated Trading Systems (Enjoy Free BONUS Introduction to Visual C++.NET)
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"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."
-- Russell Wojcik, Member of CME and CBOT, Head of Trading Strategy Concentration, Illinois Institute of Technology
"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."
-- Sagy P. Mintz, Vice President, Trading Technologies, Inc.
Product Description
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. MetaStock 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, programming code and interactive CDROM
Getting Things Done Fast
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Audio Length: 2 hours and 48 min.
Average Customer Rating: Average Customer Rating 4Average Customer Rating 4Average Customer Rating 4Average Customer Rating 4Average Customer Rating 4
Version: Abridged
In today's world of exponentially increased communication and responsibility, yesterday's methods for staying on top just don't work. Veteran management consultant and trainer David Allen recognizes that "time management" is useless the minute your schedule is interrupted; "setting priorities" isn't relevant when your e-mail is down; "procrastination solutions" won't help if your goals aren't clear.
Allen's premise is simple: our ability to be productive is directly proportional to our ability to relax. Only when our minds are clear and our thoughts are organized can we achieve stress-free productivity and unleash our creative potential. He teaches us how to:
Apply the "do it, delegate it, defer it, drop it" rule to get your in-box empty.
Reassess goals and stay focused in changing situations.
Overcome feelings of confusion, anxiety, and being overwhelmed.
Feel fine about what you're not doing.
From core principles to proven tricks, Getting Things Done has the potential to transform the way you work - and the way you experience work. At any level of implementation, David Allen's entertaining and thought-provoking advice shows you how to pick up the pace without wearing yourself down.
David Allen, All Rights Reserved; (P)2002 Simon & Schuster Inc., SOUND IDEAS Is an Imprint of Simon & Schuster Audio Division, Simon & Schuster Inc.
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Completing units:
Building Automated Trading Systems
BONUS Introduction to Visual C++.NET
Market Sales Price: $199,but we sell lot more lower than that to share the opportunity with you!
Serving Professional Traders Since 2008
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