From Backtest to Live Execution
Trex, Thomas V.
Sold by PBShop.store US, Wood Dale, IL, U.S.A.
AbeBooks Seller since April 7, 2005
New - Soft cover
Condition: New
Ships within U.S.A.
Quantity: Over 20 available
Add to basketSold by PBShop.store US, Wood Dale, IL, U.S.A.
AbeBooks Seller since April 7, 2005
Condition: New
Quantity: Over 20 available
Add to basketNew Book. Shipped from UK. Established seller since 2000.
Seller Inventory # L2-9798896652274
"From Backtest to Live Execution: Gateways, Safeguards, and Cutover Practices in Electronic Markets"
Electronic markets reward precision and punish complacency. This book is written for quantitative developers, trading technologists, risk managers, and execution quants who are responsible for turning research code and paper strategies into production trading systems. It speaks to readers who already feel the friction between a beautiful backtest and the messy reality of live markets—and who want a principled, engineering-driven approach to closing that gap.
Spanning market microstructure, data engineering, order gateways, risk controls, and deployment governance, the book provides an end-to-end blueprint for safe, scalable electronic execution. You will learn how to build clean market data pipelines, design robust backtests, and model transaction costs so that simulated PnL is genuinely predictive. You will then move through connectivity, FIX and native protocol design, pre-trade risk and kill switches, observability and resilience patterns, and finally CI/CD, staged rollouts, and session-aware cutovers. By the end, you will be able to specify, implement, and operate trading stacks that withstand real-world failures, satisfy regulators, and protect capital under live conditions.
The text assumes familiarity with basic programming, markets, and quantitative concepts, but no prior experience with exchange protocols is required. Each chapter is structured for implementation: clearly scoped topics, production-focused patterns, and failure modes drawn from real incidents, all
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