The process of using a computer program to place orders to trade securities in financial markets. Typically, these trades are made in exchange-traded instruments, such as listed equities, options, and futures. However, automated trading can occur in numerous other products such as bonds and ...
4
votes
2answers
1k views
When should we use SWIFT versus FIX?
I've read documents that claim that SWIFT and FIX are not competing protocols for financial transactions and messaging. And yet, I have not come across a clear articulation of when to use SWIFT versus ...
5
votes
1answer
663 views
A generic limit order book: What are the most important queries it should be able to answer?
Assume a class LimitOrderBook which represents a limit order book in a trading system.
To be able to represent the limit order book a data handler reads a feed ...
4
votes
2answers
4k views
Trade matching versus affirmation
I'm looking for a clearly articulated description of the difference between trade matching (e.g. Omgeo's CTM) and trade affirmation (e.g. Omgeo's Oasys). From what I understand, they both involve ...
6
votes
3answers
4k views
Trading C++ Libraries
Are there any free c++ libraries that would have some of the functions that would be used in developing a trading strategy. For instance, calculating drawdown, Volatility Forecasting, MAE, MFE....etc.
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0
votes
0answers
419 views
Quant Finance Education, Certification resources [closed]
I would like to pursue a career in the finance industry. Specifically looking to work in the technology side with regards to algorithmic trading and developing software based on quantitative ...
0
votes
0answers
283 views
Trade station and infrastructure [closed]
I'm very curious to hear about the infrastructure and trading station behind the traders who trade professionally. (i.e., workstation, monitors, operating system, software for trading, etc.)
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vote
2answers
950 views
On my way to becoming a Quant [closed]
I'm currently studying for my undergrad in CS, and considering to do a grad in both CS and Math. I would like to see what you guys would recommend to prepare myself for a field as a Quant. I am ...
