Reactive Publishing
Advanced Rust for Quantitative Finance explores how to leverage Rust’s performance, safety, and concurrency features to build robust trading systems used in modern quantitative finance.
This book focuses on the practical application of advanced Rust techniques for constructing trading infrastructure and low-latency execution systems. Readers will learn how to design, implement, and optimize components critical to high-performance financial applications, including order management, market data processing, and execution engines.
Key topics include:
• Writing safe, concurrent, and memory-efficient Rust code for finance
• Building modular trading infrastructure
• Implementing low-latency system design principles
• Performance optimization and profiling techniques
• Error handling and reliability patterns essential for production environments
Written for experienced Rust developers and quantitative professionals, this book assumes familiarity with core Rust concepts and basic quantitative finance principles. It emphasizes technical depth, architectural best practices, and real-world implementation considerations rather than theoretical trading strategies.
Whether you are developing trading platforms, market-making systems, or high-frequency execution tools, this book provides a focused guide to applying advanced Rust in the demanding domain of quantitative finance.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
Vendeur : California Books, Miami, FL, Etats-Unis
Etat : New. Print on Demand. N° de réf. du vendeur I-9798199355131
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Vendeur : PBShop.store US, Wood Dale, IL, Etats-Unis
PAP. Etat : New. New Book. Shipped from UK. Established seller since 2000. N° de réf. du vendeur L2-9798199355131
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Vendeur : PBShop.store UK, Fairford, GLOS, Royaume-Uni
PAP. Etat : New. New Book. Shipped from UK. Established seller since 2000. N° de réf. du vendeur L2-9798199355131
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Vendeur : CitiRetail, Stevenage, Royaume-Uni
Paperback. Etat : new. Paperback. Reactive Publishing Advanced Rust for Quantitative Finance explores how to leverage Rust's performance, safety, and concurrency features to build robust trading systems used in modern quantitative finance. This book focuses on the practical application of advanced Rust techniques for constructing trading infrastructure and low-latency execution systems. Readers will learn how to design, implement, and optimize components critical to high-performance financial applications, including order management, market data processing, and execution engines. Key topics include: - Writing safe, concurrent, and memory-efficient Rust code for finance- Building modular trading infrastructure- Implementing low-latency system design principles- Performance optimization and profiling techniques- Error handling and reliability patterns essential for production environments Written for experienced Rust developers and quantitative professionals, this book assumes familiarity with core Rust concepts and basic quantitative finance principles. It emphasizes technical depth, architectural best practices, and real-world implementation considerations rather than theoretical trading strategies. Whether you are developing trading platforms, market-making systems, or high-frequency execution tools, this book provides a focused guide to applying advanced Rust in the demanding domain of quantitative finance. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. N° de réf. du vendeur 9798199355131
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Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Taschenbuch. Etat : Neu. Neuware - Reactive Publishing Advanced Rust for Quantitative Finance explores how to leverage Rust's performance, safety, and concurrency features to build robust trading systems used in modern quantitative finance. This book focuses on the practical application of advanced Rust techniques for constructing trading infrastructure and low-latency execution systems. Readers will learn how to design, implement, and optimize components critical to high-performance financial applications, including order management, market data processing, and execution engines. Key topics include: - Writing safe, concurrent, and memory-efficient Rust code for finance- Building modular trading infrastructure- Implementing low-latency system design principles- Performance optimization and profiling techniques>Written for experienced Rust developers and quantitative professionals, this book assumes familiarity with core Rust concepts and basic quantitative finance principles. It emphasizes technical depth, architectural best practices, and real-world implementation considerations rather than theoretical trading strategies. Whether you are developing trading platforms, market-making systems, or high-frequency execution tools, this book provides a focused guide to applying advanced Rust in the demanding domain of quantitative finance. N° de réf. du vendeur 9798199355131
Quantité disponible : 2 disponible(s)