Dates and Locations

30 Jun/01 Jul

London, UK

London Chamber of Commerce >>

Course Outline: Market Technology - .NET, SQL and System Design

A. Course Description
This course gives students a comprehensive overview of .NET programming for financial modeling and trading system development. Further, it will cover relational database design, SQL, FIX/FAST and XML. These topics will be presented from the perspective of design and development of real-time applications. Students will study advanced concepts including multithreading, sockets and messaging, interoperability and the Unified Modeling Language. Lastly, this course will review the hardware and network infrastructure necessary to implement trading systems, and include discussion of system opmization.

B. Method of Instruction
This course consists of two, seven hour days of lecture and classroom discussion, including sample questions.

C. Course Outline

DAY 1
- Review of the .NET framework and libraries, object oriented programming and garbage collection

- .NET classes used in quantitative finance and real-time software

- Relational database design, ADO.NET and Structured Query Language

- Event-driven applications and multithreading

DAY 2
- Real-time data feeds and messaging in financial markets

- Object oriented designs for automated trading

- Review of hardware and network architectures for trading applications

- Sample test questions and review