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...
Over the next few years, the proprietary trading and hedge fund industries will migrate largely to automated trade selection and execution systems. In...