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Wallstyouth
06-11-2007, 12:48 PM
Anyone can recommend a good book on financial technology mostly in the area of order execution, what happens when orders are placed and executed at an exchange how algo's tie into order flows etc.. I'm not look a book that's heavy on math or geared to a trader, just a good book on the technology behind order execution.

Thanks

John
06-23-2007, 02:09 PM
Anyone can recommend a good book on financial technology mostly in the area of order execution, what happens when orders are placed and executed at an exchange how algo's tie into order flows etc.. I'm not look a book that's heavy on math or geared to a trader, just a good book on the technology behind order execution.

Thanks

I found this of book of interest

Introduction to Financial Technology - Google Book Search (http://books.google.com/books?id=APJ7QeR_XPkC&pg=PP1&ots=fLTM6Zdpq-&dq=Introduction+to+Financial+Technology&sig=8SIgA2bb4bAy2MUKiFmofhC7TrQ)

iosakwe
06-23-2007, 10:59 PM
I have this book, still on chapter 3 however it took a back seat temporarily for Fin 3000 in summer 07, but thus read, it is very informative - talks about history of Monte Carlo and probability, Arbitrage,... from a 10k feet view, trivial but useful stuff. I recently found out that this is also used in Professor's Holowczak's CIS 4670, http://cisnet.baruch.cuny.edu/holowczak/classes/4670_fit/, a new offering by Zicklin that's priceless for anyone planning to use technology within the financial industry.