Principles of Quantitative Development

✍ Scribed by Thulasidas, Manoj

• Publisher: Wiley
• Year: 2010
• Tongue: English
• Leaves: 253
• Series: Wiley finance series
• Edition: 1
• Category: Library

✦ Synopsis

Principles of Quantitative Development is a practical guide to designing, building and deploying a trading platform. It is also a lucid and succinct exposé on the trade life cycle and the business groups involved in managing it, bringing together the big picture of how a trade flows through the systems, and the role of a quantitative professional in the organization. The book begins by looking at the need and demand for in-house trading platforms, addressing the current trends in the industry. It then looks at the trade life cycle and its participants, from beginning to end, and then the funct. �Read more...

Abstract:

* Principles of Quantitative Development is a stepby-step-guide to designing, building and modifying a tradingplatform. * The book begins by looking at the need for fully integratedplatform designs, addressing the need for speed, business processesand current trends within banking. �Read more...

✦ Table of Contents

Content: Principles of QuantitativeDevelopment
Contents
List of Figures, Tables and Big Pictures
Preface
1 Introduction
1.1 What is a trading platform?
1.1.1 Model archival
1.1.2 Incremental deployability
1.1.3 Live data feeds
1.1.4 Trade persistence
1.1.5 Regular processing
1.2 Quants and quantitative developers
1.3 Need for speed
1.4 Implementation options
1.4.1 Outsource to vendor
1.4.2 Use vendor API
1.4.3 Develop in-house
1.4.4 Replace vended systems
1.5 Current trends
1.6 Technical and business aspects of platform design
1.7 Importance of processes.

✦ Subjects

Speculation. Risk management. BUSINESS & ECONOMICS -- Banks & Banking.