Index
As this ebook edition doesn't have fixed pagination, the page numbers below are hyperlinked for reference only, based on the printed edition of this book.
A
abstract syntax tree (AST) 230
adaptive load handling 193
add_order operation 106
advanced derivative pricing techniques 270
algorithmic game theory, in financial markets 276
application, in algorithmic trading 276, 277
market efficiency 278
Nash equilibria, in auction markets 278, 279
algorithmic trading platforms 13
Amazon Elastic Compute Cloud (EC2) 138
Apache Spark 128
API-first design 193
applications, of C++ in finance
algorithmic trading platforms 13
backtesting platforms 19
data analytics 18
FIX protocol’s implementation 17
machine learning applications 20
market data infrastructure 16
order management systems (OMSs) 18, 19
pricing engines...