Modeling Financial Markets:
Using Visual Basic.NET and Databases to Create Pricing, Trading, and Risk Management Models

(by Benjamin Van Vliet (Author), Robert Hendry)

Limitations in today's software packages for financial modeling system development can threaten the viability of any system--not to mention the firm using that system. Modeling Financial Markets is the first book to take financial professionals beyond those limitations to introduce safer, more sophisticated modeling methods. It contains dozens of techniques for financial modeling in code that minimize or avoid current software deficiencies, and addresses the crucial crossover stage in which prototypes are converted to fully coded models.

Practical .NET for Financial Markets

(by Samir Jayaswal, Yogesh Shetty)

This unique book examines up-to-the-minute uses of technology in financial markets and then explains how you can profit from that knowledge. To participate in mainstream .NET development, you must address the changes in financial markets by using the most sophisticated tools available, Microsoft .NET technology.

Software developers and architects, IT pros, and tech-savvy business users alike will find this book comprehensive and relevant. Each chapter presents problems and solutions that cover business aspects and relevant .NET features. Each aspect of .NET is analyzed in its proper context, so you'll understand why it is relevant and applicable in a real-life business case.

Building Automated Trading Systems:
With an Introduction to Visual C++.NET 2005
Financial Market Technology

(by Benjamin Van Vliet)

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 sectionsprogramming techniques and automated trading system ( ATS ) technologyand teach financial system design and development from the absolute ground up using Microsoft Visual C++.NET 2005. MS Visual C++.NET 2005 has been chosen as the implementation language primarily because most trading firms and large banks have developed and continue to develop their proprietary algorithms in ISO C++ and Visual C++.NET provides the greatest flexibility for incorporating these legacy algorithms into working systems. Furthermore, the .NET Framework and development environment provide the best libraries and tools for rapid development of trading systems.

The first section of the book explains Visual C++.NET 2005 in detail and focuses on the required programming knowledge for automated trading system development, including object oriented design, delegates and events, enumerations, random number generation, timing and timer objects, and data management with STL.NET and .NET collections. Furthermore, since most legacy code and modeling code in the financial markets is done in ISO C++, this book looks in depth at several advanced topics relating to managed/unmanaged/COM memory management and interoperability. Further, this book provides dozens of examples illustrating the use of database connectivity with ADO.NET and an extensive treatment of SQL and FIX and XML/FIXML. Advanced programming topics such as threading, sockets, as well as using C++.NET to connect to Excel are also discussed at length and supported by examples.

The second section of the book explains technological concerns and design concepts for automated trading systems. Specifically, chapters are devoted to handling real-time data feeds, managing orders in the exchange order book, position selection, and risk management. A .dll is included in the book that will emulate connection to a widely used industry API ( Trading Technologies, Inc.s XTAPI ) and provide ways to test position and order management algorithms. Design patterns are presented for market taking systems based upon technical analysis as well as for market making systems using intermarket spreads.
As all of the chapters revolve around computer programming for financial engineering and trading system development, this book will educate traders, financial engineers, quantitative analysts, students of quantitative finance and even experienced programmers on technological issues that revolve around development of financial applications in a Microsoft environment and the construction and implementation of real-time trading systems and tools.

• Teaches financial system design and development from the ground up using Microsoft Visual C++.NET 2005.
• Provides dozens of examples illustrating the programming approaches in the book
• Chapters are supported by screenshots, equations, sample Excel spreadsheets, programming code and interactive CDROM

Data Quality:
The Accuracy Dimension
The Morgan Kaufmann Series in Data Management Systems

(by Jack E. Olson)

Improving Data Warehouse and Business Information Quality:
Methods for Reducing Costs and Increasing Profits

(by Larry P. English)

A comprehensive guide to quality improvement from the leading expert in information and data warehouse quality.

Each year, companies lose millions as a result of inaccurate and missing data in their operational databases. This in turn corrupts data warehouses, causing them to fail. With information quality improvement and control systems, like the ones described in this book, your company can reduce costs and increase profits from quality information assets. Written by an internationally recognized expert in information quality improvement, Improving Data Warehouse and Business Information Quality arms you with a comprehensive set of tools and techniques for ensuring data quality both in source databases and the data warehouse.With the help of best-practices case studies, Larry English fills you in on:

• How and when to measure information quality.
• How to measure the business costs of poor quality information.
• How to select the right information quality tools for your environment.
• How to reengineer and cleanse data to improve the information product before it reaches your data warehouse.
• How to improve the information creation processes at the source.
• How to build quality controls into data warehouse processes.

AUTHORBIO: Larry P. English is the leading international expert in the field of information and data warehouse quality. He is a columnist for Data Management Review and a featured speaker at numerous Data Warehousing Conferences. Larry chairs Information Quality Conferences held around the world.

Customer Data Integration:
Reaching a Single Version of the Truth
SAS Institute Inc.

(by Jill Dyché, Evan Levy)

This is the best book on Customer Data Integration. Jill Dyché is thorough in interviewing executives and presenting CDI.

The Data Warehouse Lifecycle Toolkit:
Expert Methods for Designing, Developing, and Deploying Data Warehouses

(by Ralph Kimball, Laura Reeves, Margy Ross, Warren Thornthwaite)

"A comprehensive, thoughtful, and detailed book that will be of inestimable value to anyone struggling with the complex details of designing, building, and maintaining an enterprise-wide decision support system. Highly recommended." -Robert S. Craig, Vice President, Application Architectures, Hurwitz Group, Inc.

In his bestselling book, The Data Warehouse Toolkit, Ralph Kimball showed you how to use dimensional modeling to design effective and usable data warehouses. Now, he carries these techniques to the larger issues of delivering complete data marts and data warehouses. Drawing upon their experiences with numerous data warehouse implementations, he and his coauthors show you all the practical details involved in planning, designing, developing, deploying, and growing data warehouses.

Important topics include:

• The Business Dimensional Lifecycle(TM) approach to data warehouse project planning and management
• Techniques for gathering requirements more effectively and efficiently
• Advanced dimensional modeling techniques to capture the most complex business rules
• The Data Warehouse Bus Architecture and other approaches for integrating data marts into super-flexible data warehouses
• A framework for creating your technical architecture
• Techniques for minimizing the risks involved with data staging
• Aggregations and other effective ways to boost data warehouse performance
• Cutting-edge, Internet-based data warehouse security techniques
  

The CD-ROM supplies you with:

• Complete data warehouse project plan tasks and responsibilities
• A set of sample models that demonstrate the Bus Architecture
• Blank versions of the templates and tools described in the book
• Checklists to use at key points in the project

Transactional Information Systems:
Theory, Algorithms, and the Practice of Concurrency Control
The Morgan Kaufmann Series in Data Management Systems

(by Gerhard Weikum, Gottfried Vossen)

Principles of Transaction Processing:
The Morgan Kaufmann Series in Data Management Systems

(by Philip A. Bernstein, Eric Newcomer)

Transaction Processing:
Concepts and Techniques
The Morgan Kaufmann Series in Data Management Systems

(by Jim Gray, Andreas Reuter)

Transaction processing techniques are deeply ingrained in the fields of
databases and operating systems and are used to monitor, control and update information in modern computer systems. This book will show you how large, distributed, heterogeneous computer systems can be made to work reliably. Using transactions as a unifying conceptual framework, the authors show how to build high-performance distributed systems and high-availability applications with finite budgets and risk.

The authors provide detailed explanations of why various problems occur as well as practical, usable techniques for their solution. Throughout the book, examples and techniques are drawn from the most successful commercial and research systems. Extensive use of compilable C code fragments demonstrates the many transaction processing algorithms presented in the book. The book will be valuable to anyone interested in implementing distributed systems or client/server architectures.

Java Transaction Processing: Design and Implementation:
HP Professional Series

(by Mark Little, Jon Maron, Greg Pavlik)

Provides a comprehensive explanation of J2EE and Java from a transactional perspective--needed to exploit the technology correctly.

Explains transaction processing in theory and practice by highlighting the "under the hood" aspects of application servers and J2EE APIs.
Goes beyond J2EE, allowing Java developers to interoperate with other systems while tackling issues with web services and XML.
Authored by visible members of the Java community--heavily involved with the Java platform at Hewlett Packard.

Transaction processing is at the heart of modern enterprise systems. This book explains in depth transaction processing technology and how it can be leveraged in the Java platform. It provides a comprehensive explanation of the underlying concepts in transactions that are needed to understand and exploit the technology correctly. All technical information delivered in the book corresponds directly to the latest revision of Java. The authors cover how transactional aspects of all the major J2EE components work and the practical consequences of implementation choices. In addition, this text looks beyond Java at standards and implementations that provide for broad interoperability across heterogeneous application environments. Finally, the book provides a look at how emerging web services standards will address the next generation of reliable information systems