SYLLABUS - MARKET TECHNOLOGY

A. C++
Pointers, Procedural Programming, Object Oriented Programming, Standard Template Library

B. MICROSOFT Visual C++ 2005
.NET Framework Libraries, Common Language Runtime, Garbage Collection, Common Type System, Multithreading and Synchronization, Delegates and Events, STL.NET, ADO.NET, XML

C. MICROSOFT .NET 2005 Interoperability with:
COM libraries, native C++ libraries, R, Matlab, Bloomberg, MICROSOFT Excel, Real Time Data Feeds

D. MICROSOFT Excel/VBA
Writing Macros and Functions, and other Excel functionalities as covered in the required reading.

E. Financial Industry Messaging Protocols
FIX, FIXML, FpML, FAST

F. MICROSOFT SQL Server and Relational Databases
Tables, Relationships, Data Integrity, Normalization

G. Structured Query Language
Data Query Language, Data Manipulation Language, Data Definition Language

H. Classes and Design Patterns for Trading Systems
Producer/Consumer, Observer, Singleton, Instruments, Orders, Order Books, Technical Analysis Systems, Market Making Systems, Quantitative Systems

I. Unified Modeling Language
Model, Subsystem, Package, Class, Object, Component, Deployment, Use Case, Sequence, Activity, Collaboration, and State Chart Diagrams

J. Electronic Market Technology
Electronic Trading Networks, Electronic Exchange Architecture, Front End Trading and Order Execution Technology, Clearing and Settlement Technologies, Trade Matching Algorithms, Application Programming Interfaces