本书《modeling financial markets,using visual basic and database to create pricing,trading and risk management models》由irwin library出版，作者benjamin van vliet and robert hendry编写

主要分为五部分：交易系统开发，VB.net简介（算法开发）、数据库编程（回溯），高级VB.net，以及基于对象变成（风险管理），巧妙地将量化交易系统开发与VB.net、数据库的枯燥介绍结合在一起。作者可以再深入浅出的学习VB。net的同时，了解如何搭建自己的量化交易体系

很值得一读

附目录





Acknowledgments v
SECTION ONE
Trading System Development 1
1 Introduction 3
2 Development Methodology 11
SECTION TWO
Introduction to VB.NET: Algorithm Development 31
3 Getting Started with VB.NET 33
4 Value Types and Operators 47
5 Control Structures 65
6 Procedures 81
7 Objects 109
8 Arrays 133
9 Problem Solving 151
10 .NET Type System 171
SECTION THREE
Database Programming: Back Testing 185
11 Relational Databases 187
12 ADO.NET 201
13 Structured Query Language 219
14 Introduction to Data Structures 243
15 Advanced Data Structures 257
iiiSECTION FOUR
Advanced VB.NET: Implementation 269
16 Software Connectivity and Interoperability 271
17 Connecting to Trading Software 281
18 XML 301
19 XML Protocols in Financial Markets 323
SECTION FIVE
Object-Oriented Programming: Risk Management 341
20 Unified Modeling Lanaguage 343
References 379
Acronyms 383