Building automated trading systems : with an introduction to Visual C++.NET 2005

 Content: Cover --
 Copyright Page --
 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. Summary --
 Chapter 3: Tracking References --
 3.1. Sample Code: TrackingReference_Example --
 3.2. Sample Code: TemplateFunction_Example --
 3.3. M̂anaged Handle --
 3.4. Sample Code: RefType_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: RefType_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 Reference --
 5.7. 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_Example --
 10.3. 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_Example --T$1048.
 Abstract:             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