Presents a methodology for development and evaluation of trading and investment systems. This book features a methodology (called K|V) that combines new product development, project management and software development methodologies into one system. It includes a quality model for backtesting and man[...]
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 appr[...]