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Building Automated Trading Systems: With an Introduction to Visual C++.NET 2005 (Financial Market Technology)
Benjamin Van Vliet Manufacturer: Academic Press ProductGroup: Book Binding: Hardcover Similar Items:
ASIN: 0750682515 |
Book Description
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.Customer Reviews:
great book for wall street developers.......2007-06-29
Excellent resource to build Automatic Trading Systems.......2007-04-22
Excellent CONCISE Treatment of C++.Net.......2007-04-13
Unreadable...........2007-04-02
Excellent book for beginners to intermediate develepers.......2007-03-23
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Global Outsourcing with Microsoft Visual Studio 2005 Team System (Networking & Security Series)
Jamil Azher Manufacturer: Charles River Media ProductGroup: Book Binding: Paperback Similar Items:
ASIN: 1584504455 |
Book Description
In this era of globalization, outsourcing has emerged as a key strategy not only for achieving competitive advantage but also for survival. However, despite widespread adoption, there are few practical guidelines in the market regarding how to optimally manage outsourced projects. Global Outsourcing with Microsoft Visual Studio 2005 Team System teaches managers, developers, and SQA professionals how to successfully execute outsourced projects. Providing best practices guidelines based upon empirical experience of leading practitioners in the outsourcing industry, the book shows how to construct result-oriented development processes for mitigating execution risk, improving quality, and increasing efficiency. Using Microsoft Visual Studio 2005 Team System as the underlying infrastructure, the book teaches how to customize development methodologies, integrate with MS Project and MS Outlook, embed real-time communication capabilities, manage source code and build process, run unit tests, create custom reports, and leverage the project portal. Global Outsourcing with Microsoft Visual Studio 2005 Team System is an essential IT reference for companies interested in effectively managing outsourced projects and reducing friction associated with globally distributed software development.Customer Reviews:
Excellent guidance for outsourcing/distributed environment.......2007-06-05
A fine technical overview programmers will relish........2006-11-05
Excellent Book.......2006-08-30
A Software Assist to Communications........2006-08-23
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Simulating Wireless Communication Systems: Practical Models In C++
C. Britton Rorabaugh Manufacturer: Prentice Hall PTR ProductGroup: Book Binding: Paperback Similar Items:
ASIN: 0130222682 |
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Learning DCOM
Thuan Thai Manufacturer: O'Reilly Media, Inc. ProductGroup: Book Binding: Paperback Similar Items:
ASIN: 1565925815 |
Amazon.com
Written for the advanced C++ developer, Learning DCOM looks beyond wizard-generated code to teach you how you to build most of the C++ code yourself in order to create effective distributed Component Object Model (DCOM) components.The book commences with a tour of distributed computing, from the early days of terminal emulation, to the Remote Procedure Call (RPC) and onward to today's DCOM. The author includes a rich introduction to COM, from objects and built-in and custom interfaces to important concepts such as containment and aggregation. Though somewhat densely written, these chapters on the details of DCOM expose its real inner workings with standout material providing a full treatment of the different thread apartment models.
The second half of the book focuses on existing wizard-based code (using Visual C++ tools for the Active Template Library [ATL] and Microsoft Foundation Classes [MFC] COM components) starting with an ATL server-side optical character recognition (OCR) component. The author then presents client-side programming strategies for COM, far beyond tapping built-in Visual C++ capabilities, that incorporate custom template-based smart pointers for calling COM objects.
The book then turns to Web development where an OCR example is used within an Internet Explorer Web page. Sections on security demonstrate how to cooperate with Windows NT, as well as auditing and administrative options. Unfortunately, coverage of Microsoft Transaction Server (MTS) is omitted here, arguably one of the most critical aspects of writing scalable Web applications. A final chapter on event handling (and connection points) shows off how to process events with distributed components.
Notable for its considerable technical depth and detail, Learning DCOM gives the advanced developer the inside track on creating state-of-the-art DCOM components. --Richard Dragan
Book Description
DCOM -- the Distributed Component Object Model -- is a recent upgrade of a time-honored and well-tested technology promoted by Microsoft for distributed object programming. Now that components are playing a larger and larger part in Windows 98, Windows NT 4.0, and Windows 2000, every Windows programmer will want to understand the technology. DCOM competes with CORBA as a rich and robust method for creating expandable and flexible components, allowing you to plug in new parts conveniently and upgrade without the need for code changes to every program that uses your component. This book introduces C++ programmers to DCOM and gives them the basic tools they need to write secure, maintainable programs. While using Visual C++ development tools and wizards where appropriate, the author never leaves the results up to magic. The C++ code used to create distributed components and the communications exchanged between systems and objects are described at a level where the reader understands their significance and can use the insights for such tasks as debugging and improving performance. The first few chapters explain both the remote procedure calls that underlie DCOM's communication and the way DCOM uses C++ classes. Readers become firmly grounded in the relation between components, classes, and objects, the ways objects are created and destroyed, how clients find servers, and the basics of security and threading. After giving you a grounding in how DCOM works, this book introduces you to the Microsoft tools that make it all easy. By showing what really happens each time you choose a button in a wizard, Learning DCOM makes it possible for you to choose what you need. This book is for anyone who wants to understand DCOM. While thoroughly practical in its goals, it doesn't stint on the background you need to make your programs safe, efficient, and easy to maintain. Topics include:Customer Reviews:
Oh no, not O'Reilly also!.......2003-11-12
DCOM is just another disposable technology. As such, it was a complete failure; one that the marketing folks at M$ have tried to bury as quickly as possible under an avalanche of .NET hype.
DCOM was hard to port because, like COM, it is based on a binary standard (i.e. a standard that changes when you leave x86 and go to 64-bit RISC). Not only that, but DCOM doesn't support distributed transactions. Worst of all, DCOM is a very, very complicated technology to use. Three strikes... YOU'RE OUT!
The half-wit MBAs at Micro$oft realized their mistake and have abandoned DCOM, leaving it forever in the backwaters where the only record of its sorry existence are stupid books like this.
I have no idea why someone would want to buy this book. Folks, this is a dead technology. It is no more. It is an ex-techology. If you buy this book, you are lying to yourself. This book will sit an gather dust, unless you can find more productive uses for it...like burning it to stay warm.
To be honest, I'm a little let down that a Unix-ish publishing company like O'Reilly would put out a book like this. They must really be hurting for cash. I heard that the bank has not been very nice to them during the recent market downturn...
Great COM/DCOM book, for experienced C++ programmers.......2001-09-05
Looking for a good DCOM book? Keep looking........2001-04-06
if (g_hExitEvent == NULL) assert(false);
This book is replete with this and other nuggets of technical prowess.
The surrounding text is no better. Thai's English syntax is downright odd. His analogies are frequently tortured or nonsensical. All of this distracts the reader from the technical content.
There is high praise for that content from my predecessor reviewers, but I thought his presentation was haphazard and unenlightening.
I have found previous O'Reilly books quite good, but they did a very disappointing job on this one.
Great Book on a complicated topic........2000-08-17
I would have liked to see another another practical example (never enough).
Overall, an excellent book.
Great Book.......2000-05-23
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DAO Object Model: The Definitive Guide
Helen Feddema Manufacturer: O'Reilly ProductGroup: Book Binding: Paperback Similar Items:
ASIN: 1565924355 |
Book Description
Each iteration of Windows has meant a corresponding improvement in the techniques used for transferring data among its applications. Today's leading technique is called Automation. It allows you to work directly with objects in an application's interface using their object models. But if you want to write code in a programming language, such as Visual Basic, in order to work with the apps that support Automation, you must understand the inner workings of an application's object model--or in the case of Microsoft's Access, its *two* object models.Microsoft Access is the bestselling stand-alone relational database program for Windows offering both power and ease of use. And in many respects, Microsoft has made Automation the centerpiece of its vision for application development. DAO Object Model: The Definitive Reference will guide you through the Access object models, allowing you, with the support of Automation, to reference the application components you want to manipulate. An understanding of the object models is essential for developers who work with data in Access tables, or who want to manipulate components of the Access interface from other Office apps. The Data Access Objects (DAO) model is used to write and read data in Access tables. The Access object model is used to manipulate forms, reports, queries, macros, and other components of the Access interface, including most of the commands by means of the DoCmd object.
This book will include an introduction and a brief description of the differences between VBA (used in most Office applications) and VBScript (used in Outlook). This chapter will also cover Office utilities and add-ons helpful in writing and debugging code, such as the Object Browser, the Integrated Development Environment (IDE) for VBA and the Interactive Debugger for VBScript. The book will then be divided into two parts; one covering the Access Object Model and the other, the Data Access Objects. Each section will have a description of what the object represents; listings of properties, events, and methods; and one or more code samples illustrating its use in VBA and/or VBScript code. Each property, event, or method section will have an explanation of the language element, and many will have code samples (either VBA or VBScript) as well.
This book will detail, to an advanced user or keen intermediate user, the Access object models and how they are used. It will be *the* reference guide VB developers reach for when working with data in Access tables, or for manipulating components of the Access interface from other Office applications.
Customer Reviews:
Helen fails to REFRESH an old topic.......2000-05-15
I was disappointed that Oreilly allowed such a book to be published. I had concerns about the author's technical ability before the book was published. Oreilly should have had these same reservations.
It is a little late for a book on DAO, is it not?.......2000-03-10
Once you get past the skepticism about the timing, the book itself has some issues. I perused it at the bookstore using my "10 minute rule" (browse the book for ten minutes, refuse to buy it if you find ten mistakes in that time). I will not give the exact count of mistakes I found, but I'll go so far as to say that it failed the test, and failed worse than any book in recent memory. I won't get into specifics since I am not Ms. Feddema's technical editor, but I'll tell you that if you decide to purchase the book, make sure you skip anything related to replication or security. Online help for DAO is far from perfect, but in this case help has fewer mistakes!
Moving past what is there that is wrong, there is much that is not covered that one would expect in anything titled a "definitive guide" such as this. None of the sort-of hidden methods that have been documented in places like the Jet Engine programmer's Guide and elsewhere (PrivDBEngine, ISAMStats, etc.) are even mentioned. It does not talk about any high end issues such as thread safety. It does not really discuss security in any usable way (and security is the one thing you will need DAO for if you still use it since ADO/ADOx don't do the job right now!). Transaction processing is not discussed in depth. VBScript is "covered" but since VBScript's best host is ASP, where DAO is not safe to use since it is not thread safe, this discussion is incomplete to say the least (I assume this discussion comes from Ms. Feddema's Outlook experience, but in general ADO is definitely the preferred VBScript data access method). My favorite Jet topic (replication) is "covered" but in an incorrect manner that will keep it from being useful.
The book ends up being a mediocre reiteration of basic DAO knowledge, and that is something that is in my opinion at least 30 months too late.
An excellent resource and reference book.......2000-03-08
I have yet to go wrong with an O'Reilly book........2000-03-03
I don't think I could learn DAO from this book. I first realized DAO's potential from reading Steven Roman's Access Database Design & Programming. However, if you realize the capabilities of DAO and are ready to move on to the next level, then this is the book that you need. While the nutshell books are good "ticklers" (you just need to know the syntax), they don't go into a whole lot of depth. This is the book you need when you are thinking "there IS a way to program this, but what is it?". After you have mastered DAO, and just need a "tickler", then you can graduate to DAO in a Nutshell... whenever that comes out.
I have used this book many times when I knew that DAO could do the job, but, I needed a little bit more background info than just the syntax.
More Reference than How-to Book.......2000-02-14
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Models of the Visual System (TOPICS IN BIOMEDICAL ENGINEERING (Topics in Biomedical Engineering)
Manufacturer: Springer ProductGroup: Book Binding: Hardcover ASIN: 0306467151 |
Book Description
Over the past thirty years, with improvements in optics, electronics, and computer technology, great strides have been made in the quantitative analysis of the visual system. A number of books on eye movement research have been written that have dealt with specific aspects of either eye movement control. However, none of these books provide a comprehensive overview of multiple aspects of the visual system. Moreover, few of these books contain modeling and detailed quantitative analyses of the visual system. Further, since the major books are almost ten years old, there is a need for an update to include the most recent research findings. It is with these considerations in mind that we have carefully compiled this updated, comprehensive, and quantitative model-based edited book on various components of the visual system. Some of the best vision scientists in the world in their respective fields have contributed to chapters in this book. They have expertise in a wide variety of fields, including bioengineering, basic and clinical visual science, medicine, neurophysiology, optometry, and psychology. Their combined efforts have resulted in a high quality book that covers modeling and quantitative analysis of optical, neurosensory, oculomotor, perceptual and clinical systems. It includes only those techniques and models that have such fundamentally strong physiological, control system, and perceptual bases that they will serve as foundations for models and analysis techniques in the future. The book is aimed first towards seniors and beginning graduate students in biomedical engineering, neurophysiology, optometry, and psychology, who will gain a broad understanding of quantitative analysis of the visual system. In addition, it has sufficient depth in each area to be useful as an updated reference and tutorial for graduate and post-doctoral students, as well as general vision scientists.
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Analysis and Design of Closed Loop Manufacturing Systems
Manufacturer: Storming Media ProductGroup: Book Binding: Spiral-bound ASIN: 142352487X |
Product Description
This is a AIR FORCE INST OF TECH WRIGHT-PATTERSONAFB OH report procured by the Pentagon and made available for public release. It has been reproduced in the best form available to the Pentagon. It is not spiral-bound, but rather assembled with Velobinding in a soft, white linen cover. The Storming Media report number is A328893. The abstract provided by the Pentagon follows: This thesis introduces an approximation method for evaluating the performance of closed loop manufacturing systems with unreliable machines and finite buffers. The method involves transforming an arbitrary loop into one without thresholds and then evaluating the transformed loop using a new set of decomposition equations. It is more accurate than existing methods and is effective for a wider range of cases. The convergence reliability, and speed of the method are also discussed. In addition, observations are made on the behavior of closed loop systems under various conditions. Finally, the method is used in a case study to determine the in-process inventory required to meet a specified production rate for a system operating according to a CONWIP control policy.
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An Analysis of Aircraft Weapon Systems Cost Growth and Implementation of Acquisition Reform Initiatives Using a Hybrid Adjusted Cost Growth Model
Manufacturer: Storming Media ProductGroup: Book Binding: Spiral-bound ASIN: 142351629X |
Product Description
This is a AIR FORCE INST OF TECH WRIGHT-PATTERSON AFB OH SCHOOL OF ENGINEERING AND MANAGEMENT report procured by the Pentagon and made available for public release. It has been reproduced in the best form available to the Pentagon. It is not spiral-bound, but rather assembled with Velobinding in a soft, white linen cover. The Storming Media report number is A990324. The abstract provided by the Pentagon follows: This thesis examined cost growth in Department of Defense (DoD) aircraft weapon systems from 1991 to 2001 using Selected Acquisition Report (SAR) data with a hybrid adjusted cost growth (ACG) model. In addition, an analysis of acquisition reform initiatives during the treatment period was conducted to determine if reform efforts affected aircraft weapon system cost growth. A "pre-reform" (1 January 1991-31 December 1996) period and a "post reform" (1 January 1997-31 December 2001) period were subjectively developed to compare the mean annual ACG during each period for statistical differences. The hybrid ACG model outlined in this thesis may aid program managers and other interested parties in determining weapon systems cost growth, and the conclusion drawn from analyzing current acquisition initiatives may assist DoD leadership in assessing reform effectiveness on reducing cost growth. This research effort analyzed 78 SARs for 13 aircraft weapon systems that reported a Milestone II baseline during the treatment period. ACG calculations revealed that aircraft systems from 1 January 1991 to 31 December 2001 averaged a 40 percent cost growth annually. The acquisition reform analysis included 43 SARs from 11 programs during the pre-reform period and 35 SARs from 7 programs in the post- reform period. A small sample t-test was used to compare the annual means of the two periods. The t-test revealed that there was no significant difference between the annual average ACG for the pre-reform and post-reform periods.
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Calibration and Validation of the COCOMO II.1997.0 Cost/Schedule Estimating Model to the Space and Missile Systems Center Database
Manufacturer: Storming Media ProductGroup: Book Binding: Spiral-bound ASIN: 1423582071 |
Product Description
This is a AIR FORCE INST OF TECH WRIGHT-PATTERSON AFB OH SCHOOL OF LOGISTICS AND ACQUIS ITION MANAGEMENT report procured by the Pentagon and made available for public release. It has been reproduced in the best form available to the Pentagon. It is not spiral-bound, but rather assembled with Velobinding in a soft, white linen cover. The Storming Media report number is A779923. The abstract provided by the Pentagon follows: The goal of this study was to determine the accuracy of COCOMO II. 1997.0, a software cost and schedule estimating model, using Magnitude of Relative Error, Mean Magnitude of Relative Error, Relative Root Mean Square, and a 25 percent Prediction Level. Effort estimates were completed using the model in default and in calibrated mode. Calibration was accomplished by dividing four stratified data sets into two random validation and calibration data sets using five times resampling. The accuracy results were poor; the best having an accuracy of only .3332 within 40 percent of the time in calibrated mode. It was found that homogeneous data is the key to producing the best results, and the model typically underestimates. The second part of this thesis was to try and improve upon the default mode estimates. This was accomplished by regressing the model estimates to the actual effort. Each original regression equation was transformed and tested for normality, equal variance, and significance. Overall, the results were promising; regression improved the accuracy in three of the four cases, the best having an accuracy of .2059 within 75 percent of the time.
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Case Analysis of the U.S. Army Warfighting Rapid Acquisition Program: Bradley Stinger Fighting Vehicle - Enhanced Weapon System
Manufacturer: Storming Media ProductGroup: Book Binding: Spiral-bound ASIN: 1423574796 |
Product Description
This is a NAVAL POSTGRADUATE SCHOOL MONTEREY CA report procured by the Pentagon and made available for public release. It has been reproduced in the best form available to the Pentagon. It is not spiral-bound, but rather assembled with Velobinding in a soft, white linen cover. The Storming Media report number is A127223. The abstract provided by the Pentagon follows: With the Department of Defense's budget continuing to be reduced, Army acquisition managers must acquire superior weapon systems within shorter time periods with less resources, One effective way to accomplish this with relatively small, urgently needed acquisition programs is through the Army's Warfighting Rapid Acquisition Program (WRAP). This thesis uses a case study of the Bradley Stinger Fighting Vehicle-Enhanced (BSFV-E) air defense system to determine the impact of the WRAP upon accelerated acquisition. WRAP transitions compelling US Army Training and Doctrine Command Battle Lab successes into rapid acquisition successes. Lessons learned from the BSFV-E case are identified which might be used by other acquisition managers to effectively manage programs which emerge as Battle Lab experimentation successes and are approved for rapid acquisition through the WRAP process. One lesson learned is that BSFV-E's streamlined acquisition process permitted a significant reduction in the administrative and procedural requirements which typically burden systems development. Also, this case study identified that lack of funding for WRAP programs such as the BSFV-E can potentially transform a rapid acquisition effort into a business-as-usual program. This study concludes that the BSFV-E is an excellent acquisition streamlining role model.Books:
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