Although this book follows the layout of a programming book, the
underlying theme is financial modeling and quantitative trading
system development. In a sense, this book really marries four
disciplines—computer science, quantitative finance, trading strategy,
and quality development—into one, financial engineering. The
following chapter, Chapter 2, outlines the Kumiega–Van Vliet
Trading System Development Methodology, which as you will see
provides the underlying structure for the rest of the book. As the
chapters progress, we present gradually more complex programming
ideas along with mathematics and trading applications to
illustrate the steps along the Kumiega–Van Vliet paradigm. So this
book is not just about Visual Basic.NET (VB.NET) and databases. It
is about modeling financial instruments in code and putting the
pieces, or models, together to create an automated trading or risk
management system using a programming language, which in this
case is VB.NET. Let’s get started.