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  • Building Automated Trading Systemsby Benjamin Van Vliet

    Elsevier Science 2007; US$ 96.95

    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.... more...

  • Quality Money Managementby Andrew Kumiega; Benjamin Van Vliet

    Elsevier Science 2011; US$ 92.95

    The financial markets industry is at the same crossroads as the automotive industry in the late 1970s. Margins are collapsing and customization is rapidly increasing. The automotive industry turned to quality and its no coincidence that in the money management industry many of the spectacular failures have been due largely to problems in quality control.... more...

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