Programming
Reader small image

You're reading from  C++ High Performance for Financial Systems

Product typeBook
Published inMar 2024
PublisherPackt
ISBN-139781805124528
Edition1st Edition
Concepts
Application Development
Right arrow
Author (1)
Ariel Silahian
Ariel Silahian
author image
Ariel Silahian

Ariel Silahian is a seasoned software engineer with over 20 years of experience in the industry. With a strong background in C++ and .NET C#, Ariel has honed his technical skills to deliver successful projects for a range of financial institutions, including banks and financial trading companies, both domestically and internationally. Thanks to his passion for high-frequency and electronic trading systems he has developed a deep understanding of financial markets, resulting in his proven track record in delivering top-performing systems from scratch. He has also worked on other critical systems such as monitoring systems, machine learning research, and management decision tree systems, and has received recognition for his exceptional work.
Read more about Ariel Silahian

Right arrow

Implementing RMS

The RMS is responsible for assessing and managing the risks associated with trading activities. An effective RMS ensures that the trading activities align with the firm’s risk tolerance and comply with regulatory requirements. It provides the real-time monitoring of risk metrics, performs pre-trade risk checks, and conducts post-trade analysis.

The RMS is designed as a modular system, allowing for scalability and ease of maintenance. It is integrated with the OMS and the EMS to receive and process order and position data. The RMS also connects to the messaging hub to ingest and preprocess market data for the cases where it needs to calculate exposures and current prices.

It also comprises several components, each responsible for a specific function:

  • Data ingestion and preprocessing: This component collects market data from the messaging hub and position data from the OMS. The data is then preprocessed for further analysis.
  • Risk metrics calculation...
lock icon
The rest of the page is locked
Previous Page
Chapter 4 of 10, Page 8
Next Page
You have been reading a chapter from
C++ High Performance for Financial Systems
Published in: Mar 2024Publisher: PacktISBN-13: 9781805124528
© 2024 Packt Publishing Limited All Rights Reserved

Author (1)

author image
Ariel Silahian

Ariel Silahian is a seasoned software engineer with over 20 years of experience in the industry. With a strong background in C++ and .NET C#, Ariel has honed his technical skills to deliver successful projects for a range of financial institutions, including banks and financial trading companies, both domestically and internationally. Thanks to his passion for high-frequency and electronic trading systems he has developed a deep understanding of financial markets, resulting in his proven track record in delivering top-performing systems from scratch. He has also worked on other critical systems such as monitoring systems, machine learning research, and management decision tree systems, and has received recognition for his exceptional work.
Read more about Ariel Silahian

Personalised recommendations for you

Based on your interests and search pattern

C++ Programming for Linux Systems

C++ Programming for Linux Systems

This book covers the essential system programming tools and helps you explore the features of C++20. It emphasizes important details to maintain code quality and tackle everyday challenges of developing software for high performance, optimization, and more.

BookSep 2023288 pages
Expert C++

Expert C++

Discover advanced programming techniques, the latest features of C++17 and C++20, and best practices for memory management, debugging, testing, and large-scale application design with Expert C++. Ideal for experienced developers advancing to proficient programmers and building professional-grade C++ applications.

BookAug 2023604 pages
iOS 17 Programming for Beginners

iOS 17 Programming for Beginners

iOS 17 Programming for Beginners, Eighth Edition is your comprehensive guide to learning the art of iOS app development. Whether you dream of creating the next chart-topping app or simply want to enhance your programming skills, this book is your trusted companion on this exciting journey.

BookOct 2023604 pages4
Developer Career Masterplan

Developer Career Masterplan

Written by industry experts that have spent the last 20+ years helping developers grow their career path towards senior developer positions and beyond. This book provides a comprehensive guide, sharing examples and stories from their global careers. By the end, you’ll have the knowledge to create a clear career progression plan as a technical professional.

BookSep 2023310 pages
Refactoring with C#

Refactoring with C#

In Refactoring with C#, you’ll explore the process of safely refactoring modern .NET code using Visual Studio features, advanced unit tests, AI assistance, and custom Roslyn analyzers.

BookNov 2023434 pages
Python Real-World Projects

Python Real-World Projects

Amplify your developer journey by curating a dynamic project portfolio that outshines traditional resumes. Delve into the Python realm through immersive projects, mastering core concepts while constructing comprehensive modules and applications. From data acquisition prowess to impactful data visualization, Python Real-World Projects arms you with essential skills to beat the competition.

BookSep 2023478 pages5
The MVVM Pattern in .NET MAUI

The MVVM Pattern in .NET MAUI

The MVVM Pattern in .NET MAUI enables developers to master MVVM principles and effectively apply them to .NET MAUI. This book uses real-life examples and covers complex problems to help you successfully apply MVVM with .NET MAUI to confidently develop robust and high-performing cross-platform apps.

BookNov 2023386 pages
Extending Microsoft Business Central with Power Platform

Extending Microsoft Business Central with Power Platform

Extending Business Central with the Power Platform is a step-by-step guide for Business Central professionals to create solutions that automate business processes, explain complex workflow approvals, and integrate with hundreds of other systems, without traditional development. It’ll guide you in customizing Business Central with Power Platform.

BookAug 2023458 pages5
Extending Microsoft Business Central with Power Platform

Extending Microsoft Business Central with Power Platform

Extending Business Central with the Power Platform is a step-by-step guide for Business Central professionals to create solutions that automate business processes, explain complex workflow approvals, and integrate with hundreds of other systems, without traditional development. It’ll guide you in customizing Business Central with Power Platform.

BookAug 2023458 pages5
Quantum Computing Algorithms

Quantum Computing Algorithms

The book emphasizes intuitive ideas behind quantum algorithms in ways that other books don’t cover, striking a careful balance between no math and too much math. To get the most from this book, you should be comfortable with basic algebra and writing simple computer code. No prior understanding of quantum physics is needed to get started.

BookSep 2023342 pages
Python – Complete Python, Django, Data Science and ML Guide

Python – Complete Python, Django, Data Science and ML Guide

Unlock Python's full potential with this 50+ hour course! From programming to web and game development, data manipulation, and machine learning, gain the skills required to succeed in various Python-related careers. With practical tasks, hands-on experience, and a strong foundation in Python, you'll be ready to tackle real-world challenges and take advantage of the many opportunities this versatile language offers.

VideoNov 202350 hours 30 minutes5
Python – Complete Python, Django, Data Science and ML Guide

Python – Complete Python, Django, Data Science and ML Guide

Unlock Python's full potential with this 50+ hour course! From programming to web and game development, data manipulation, and machine learning, gain the skills required to succeed in various Python-related careers. With practical tasks, hands-on experience, and a strong foundation in Python, you'll be ready to tackle real-world challenges and take advantage of the many opportunities this versatile language offers.

VideoNov 202350 hours 30 minutes5