Optimizing financial markets in C#.NET

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