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Financial Software Engineering with Python and C++: Advanced Techniques for Algorithmic Trading, Risk Management, and Financial Modeling - Couverture souple

Van Der Post, Hayden; Publishing, Reactive; Preston, James

 
9798185206034: Financial Software Engineering with Python and C++: Advanced Techniques for Algorithmic Trading, Risk Management, and Financial Modeling
Couverture souple
ISBN 13 : 9798185206034
Editeur : Independently published, 2026

Synopsis

Reactive Publishing

In today's fast-paced financial markets, building robust, scalable, and high-performance systems is essential for success. This book equips developers, quantitative analysts, and financial engineers with the advanced skills needed to design, implement, and optimize sophisticated financial applications using the complementary strengths of Python and C++.

What You'll Learn
  • Algorithmic Trading Systems: Develop end-to-end trading strategies, from signal generation and backtesting to low-latency execution engines. Master Python libraries like pandas, NumPy, and scikit-learn alongside C++ for performance-critical components such as market data feeds and order matching.
  • Risk Management Frameworks: Implement advanced techniques including Value-at-Risk (VaR), stress testing, Monte Carlo simulations, and real-time portfolio risk analytics. Learn how to balance Python's rapid prototyping capabilities with C++'s speed for production-grade risk systems.
  • Financial Modeling: Build complex models for derivatives pricing, fixed income, portfolio optimization, and stochastic processes. Explore hybrid architectures that leverage Python for high-level modeling and data science while using C++ (with libraries like QuantLib) for computationally intensive calculations.
  • Software Engineering Best Practices in Finance: Cover topics such as concurrency and multithreading in C++, memory management, interfacing Python with C++ (via pybind11, SWIG, or Cython), microservices for trading platforms, testing, deployment, and regulatory compliance (e.g., audit trails and data integrity).
  • Performance Optimization and Scalability: Techniques for handling massive market data volumes, high-frequency trading (HFT) considerations, GPU acceleration, and cloud-native financial applications.
Who This Book Is For
  • Quantitative developers and software engineers transitioning into or deepening their expertise in fintech.
  • Traders and analysts seeking to automate and optimize their strategies with production-quality code.
  • Students and professionals in financial engineering, computational finance, or computer science who want practical, hands-on guidance combining two of the most powerful languages in the industry.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
Independently published
Date d'édition
2026
Langue
anglais
ISBN 13 
9798185206034
Reliure
Broché
Nombre de pages
452
Éditeur
Schwartz Alice
Coordonnées du fabricant
Manufactured by Amazon on behalf of the author
https://www.amazon.fr/hz/contact-us

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