In this course, students learn advanced programming topics in .NET for real-time financial applications and automated trading systems, including multithreading, sockets, APIs, synchronization, the FIX and FAST protocols, and object oriented design for event-driven applications. Also, project management and software quality are covered in depth. Lastly, topics related to latency in real-time financial applications and alternative network architectures are also discussed. Students are expected to propose, design, document and develop an original project combining concepts from quantitative finance and trading strategy (presented in other courses) into a working software application.
[(MSF 504 and MSF 505)]