Professional Automated Trading: Theory and Practice
An insider's view of how to develop and operate an automatedproprietary trading network
Reflecting author Eugene Durenard's extensive experience in thisfield, Professional Automated Trading offers valuableinsights you won't find anywhere else. It reveals how a series ofconcepts and techniques coming from current research in artificiallife and modern control theory can be applied to the design ofeffective trading systems that outperform the majority of publishedtrading systems. It also skillfully provides you with essentialinformation on the practical coding and implementation of ascalable systematic trading architecture.
Based on years of practical experience in building successfulresearch and infrastructure processes for purpose of trading atseveral frequencies, this book is designed to be a comprehensiveguide for understanding the theory of design and the practice ofimplementation of an automated systematic trading process at aninstitutional scale.
Engaging and informative, Proprietary Automated Tradingcovers the most important aspects of this endeavor and will put youin a better position to excel at it.
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A New Socioeconomic Paradigm
Analogies between Systematic Trading
3CONSUMING EVENTS 4 4UPDATING
InterAgentCommunications 5 1 Handling Communication Events
Data Representation Techniques
Basic Trading Strategies
Architecture for MarketMaking
Data Persistence 20 1 BUSINESSCRITICAL DATA 20 2 OBJECT PERSISTENCE AND CACHED MEMORY
Computational Efficiency 22 1 CPU SPIKES
Connectivity to Electronic Commerce
The Aggregation and Disaggregation Layer
The Human Control Layer