Professional Automated Trading: Theory and Practice
An insider's view of how to develop and operate an automated proprietary trading network
Reflecting author Eugene Durenard's extensive experience in this field, Professional Automated Trading offers valuable insights you won't find anywhere else. It reveals how a series of concepts and techniques coming from current research in artificial life and modern control theory can be applied to the design of effective trading systems that outperform the majority of published trading systems. It also skillfully provides you with essential information on the practical coding and implementation of a scalable systematic trading architecture.
Based on years of practical experience in building successful research and infrastructure processes for purpose of trading at several frequencies, this book is designed to be a comprehensive guide for understanding the theory of design and the practice of implementation of an automated systematic trading process at an institutional scale.
Engaging and informative, Proprietary Automated Trading covers the most important aspects of this endeavor and will put you in 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