White Label Algorithmic Trading Platforms

In the course of my research, I found the following vendor that provides considerable insight into the direction that I am going. Modulus Financial Engineering has white label VC++ modules to purchase for algorithmic trading:

http://www.modulusfe.com/tasdk/vcpp.asp

Furthermore, they have a video demonstration of their application with discussion at

http://www.modulusfe.com/m4/

It is worth the investment of time to go through their site and think about a multi-tier object-oriented approach, modules and design patterns to this kind of system as well as an open source purchase of the building blocks for the application. More on this in the next post.

More research on this topic uncovered the following:

Sockets

• http://www.topjimmy.net/tjs/Pages/Development/TJFTP/
• http://www.codeproject.com/KB/cs/ChatApplDotNetSockets.aspx
• http://www.devx.com/dotnet/Article/28083

Multithreading

• http://www.devarticles.com/c/a/Cplusplus/Multithreading-in-C/
• http://www.c-sharpcorner.com/Articles/ArticleListing.aspx?SectionID=1&SubSectionID=149

Generalities

• http://www.detica.com/images/pdfs/Low%20Latency%20White%
• http://www.amib.com.mx/appUsuario/publicaciones/10.pdf
• http://www.algotradingpodcast.com/files/Algorithmic%20Trading%20-%20Executive%
• http://enterprise.amd.com/downloads/industry/financial/algorithmic_trading.pdf