Building automated trading systems : with an introduction to Visual C++.NET 2005 / Benjamin Van Vliet.

Format:

Book

Author/Creator:

Van Vliet, Benjamin.

Series:

Financial market technology series.

The financial market technology series

Language:

English

Subjects (All):

Electronic trading of securities.

Finance--Mathematical models.

Finance.

Microsoft .NET.

Microsoft Visual C++.

Physical Description:

1 online resource (331 p.)

Edition:

1st ed.

Place of Publication:

Amsterdam ; Boston : Elsevier/Academic Press, c2007.

Language Note:

English

Summary:

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++.N

Contents:

Front Cover; Building Automated Trading Systems: With an Introduction to Visual C++.NET 2005; Copyright Page; Table of Contents; Acknowledgments; CHAPTER 1. Introduction; 1.1. ISO C++; 1.2. Structure of This Book; Section I: Introduction to Visual C++.NET 2005; CHAPTER 2. The .NET Framework; 2.1. MS Visual Studio 2005 Project Structure; 2.2. What is C++/CLI?; 2.3. Why Visual C++.NET?; 2.4. The VC++.NET Compiler; 2.5. What About Speed?; 2.6. The .NET Framework; 2.7. Sample Code: MessageBox_Example; 2.8. Sample Code: StringConcat_Example; 2.9. Sample Code: Debug_Example; 2.10. Versioning

2.11. SummaryCHAPTER 3. Tracking References; 3.1. Sample Code: TrackingReference_Example; 3.2. Sample Code: TemplateFunction_Example; 3.3. ^Managed Handle; 3.4. Sample Code: Ref Type_Example; 3.5. Summary; CHAPTER 4. Classes and Objects; 4.1. Abstraction; 4.2. Encapsulation; 4.3. Inheritance; 4.4. Polymorphism; 4.5. Memory Management in .NET; 4.6. .NET Types; 4.7. Unmanaged Types; 4.8. Mixed Assemblies; 4.9. Summary; CHAPTER 5. Reference Types; 5.1. Sample Code: Ref Type_Example; 5.2. Delete and Dispose; 5.3. Finalize; 5.4. Sample Code: Finalize_Example; 5.5. Stack Semantics for Ref Types

5.6. Nullptr Reference5.7. This is Important; 5.8. Summary; CHAPTER 6. Value Types; 6.1. Sample Code: ValueTypes_Example; 6.2. Sample Code: PassingValueTypes_Example; 6.3. Summary; CHAPTER 7. Unmanaged Objects; 7.1. Sample Code: UnmanagedObject_Example; 7.2. Summary; CHAPTER 8. Composition; 8.1. Sample Code: Composition_Example; 8.2. Sample Code: UnmanagedComposition_Example; 8.3. Sample Code: ManagedComposition_Example; 8.4. Summary; CHAPTER 9. Properties; 9.1. Sample Code: Properties_Example; 9.2. Summary; CHAPTER 10. Structures and Enumerations; 10.1. Sample Code: ValueStructure_Example

10.2. Sample Code: ReferenceStructure_Example10.3. Sample Code: Enums_Example; 10.4. Summary; CHAPTER 11. Inheritance; 11.1. Access Modifiers; 11.2. Object Class; 11.3. Abstract and Sealed Classes; 11.4. Sample Code: Inheritance_Example; 11.5. Interfaces; 11.6. Sample Code: Interface_Example; 11.7. Runtime Callable Wrapper; 11.8. Summary; CHAPTER 12. Converting and Casting; 12.1. Converting; 12.2. Sample Code: Convert_Example; 12.3. Static Casting; 12.4. Sample Code: StaticCast_Example; 12.5. Dynamic Casting; 12.6. Sample Code: DynamicCast_Example; 12.7. Safe Casting

12.8. Sample Code: SafeCast_Example12.9. Summary; CHAPTER 13. Operator Overloading; 13.1. Sample Code: OpOverload_Example; 13.2. Summary; CHAPTER 14. Delegates and Events; 14.1. Delegates; 14.2. Sample Code: Delegates_Example; 14.3. Multicasting; 14.4. Sample Code: Multicast_Example; 14.5. Events; 14.6. Sample Code: Event_Example; 14.7. Wrappers; 14.8. Sample Code: Wrapper_Example; 14.9. Asynchronous Method Calls; 14.10. Sample Code: AsynchEvent_Example; 14.11. Summary; CHAPTER 15. Arrays; 15.1. Sample Code: ManagedArray_Example; 15.2. Sample Code: PassingArrays_Example; 15.3. Summary

CHAPTER 16. Generating Random Numbers

Notes:

Includes index.

ISBN:

1-281-04897-6

9786611048976

0-08-047625-2

OCLC:

145732546