This book will be divided into two sections-programming techniques and automated trading system (ATS) technology-and teach financial systems design and development of the absolute ground up using Microsoft Visual C + + NET 2005 .. MS Visual C + + NET 2005. Has been chosen as the implementation language primarily because most trading firms and large banks have developed and continue to develop their proprietary algorithms in ISO C + + and Visual C + + NET provides. The greatest flexibility for incorporating these legacy algorithms into working systems. In addition, the NET Framework. And development environment provide the best libraries and tools for rapid development of trading systems. The first part of this book explains Visual C + +. NET 2005 in detail and focuses on programming knowledge needed for automated trading system development, including object-oriented design, delegates and events, orderly, random number generation, time and timer objects, and data management with STL.NET and. NET collections. Advanced programming topics such as threading, sockets, and using C + +. NET to connect to Excel are also discussed at length and supported by examples. The second part of this book explains technological concerns and design concepts for automated trading systems. Because all the chapters range from computer programming for financial engineering and trading system development, this book will educate traders, financial engineers, quantitative analysis, quantitative finance students and even experienced programmers on technological issues that revolve around development of financial applications in a Microsoft environment and development and implementation of real-time trading systems and tools. * Teaches financial system design and development from the ground up using Microsoft Visual C + + NET 2005 .. * Provides dozens of examples illustrating the programming approaches in the book * Chapters are supported by screenshots, equations, Excel spreadsheet example, the program code and interactive CDROM