Optimizing financial markets in C#.NET

Leung, B; Chaczko, Z; Nikodem, J

Optimizing financial markets in C#.NET

Leung, B Chaczko, Z

Nikodem, J

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Publication Type:: Conference Proceeding
Citation:: Studies in Computational Intelligence, 2015, 595 pp. 377 - 397
Issue Date:: 2015-01-01

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Field	Value	Language
dc.contributor.author	Leung, B	en_US
dc.contributor.author	Chaczko, Z https://orcid.org/0000-0002-2816-7510	en_US
dc.contributor.author	Nikodem, J	en_US
dc.date.issued	2015-01-01	en_US
dc.identifier.citation	Studies in Computational Intelligence, 2015, 595 pp. 377 - 397	en_US
dc.identifier.issn	1860-949X	en_US
dc.identifier.uri	http://hdl.handle.net/10453/122630
dc.description.abstract	© Springer International Publishing Switzerland 2015 This paper addresses the financial markets problem space with particular emphasis on trading systems seen in banking today. The paper starts off by describing the business problems in banking, demonstrating the undeniably significant contribution technology has provided to financial markets globally. With the advent of modern computing, cross-regional trading transactions can now be executed within milliseconds, a reality that is impossible without the advancements of software systems technology.We then move on and discuss the anatomy of a trading system and how it fits in with the banks ecosystem of vital inter-working components. The paper explores trading system concepts by walking through the development of a C# Foreign Exchange trading application using current popular technologies seen in major institutions today Leung, B.: Software architecture diagrams document. Front-Office Forex project at BJSS Ltd. (2011) [1]. The paper concludes with one of the most important discussions in engineering; designing quality financial software with accuracy, high availability, performance, high throughput and explores how they can be addressed by middleware, compute grid technologies, and simply by sound engineering design.	en_US
dc.relation.ispartof	Studies in Computational Intelligence	en_US
dc.relation.isbasedon	10.1007/978-3-319-15720-7_27	en_US
dc.rights	info:eu-repo/semantics/closedAccess
dc.subject.classification	Artificial Intelligence & Image Processing	en_US
dc.title	Optimizing financial markets in C#.NET	en_US
dc.type	Conference Proceeding
utslib.citation.volume	595	en_US
utslib.for	0805 Distributed Computing	en_US
utslib.for	0801 Artificial Intelligence and Image Processing	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Engineering and Information Technology
pubs.organisational-group	/University of Technology Sydney/Faculty of Engineering and Information Technology/School of Electrical and Data Engineering
pubs.organisational-group	/University of Technology Sydney/Strength - GBDTC - Global Big Data Technologies
pubs.organisational-group	/University of Technology Sydney/Strength - INEXT - Innovation in IT Services and Applications
utslib.copyright.status	closed_access	*
pubs.publication-status	Published	en_US
pubs.volume	595	en_US

Abstract:

© Springer International Publishing Switzerland 2015 This paper addresses the financial markets problem space with particular emphasis on trading systems seen in banking today. The paper starts off by describing the business problems in banking, demonstrating the undeniably significant contribution technology has provided to financial markets globally. With the advent of modern computing, cross-regional trading transactions can now be executed within milliseconds, a reality that is impossible without the advancements of software systems technology.We then move on and discuss the anatomy of a trading system and how it fits in with the banks ecosystem of vital inter-working components. The paper explores trading system concepts by walking through the development of a C# Foreign Exchange trading application using current popular technologies seen in major institutions today Leung, B.: Software architecture diagrams document. Front-Office Forex project at BJSS Ltd. (2011) [1]. The paper concludes with one of the most important discussions in engineering; designing quality financial software with accuracy, high availability, performance, high throughput and explores how they can be addressed by middleware, compute grid technologies, and simply by sound engineering design.

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http://hdl.handle.net/10453/122630