"FIX Protocol in Plain English: Order Flow, Drop Copy, and Stable Sessions"In modern electronic markets, a working understanding of FIX is no longer optional for traders, quants, developers, and operations teams—it is part of the production line. “FIX Protocol in Plain English” demystifies this critical infrastructure, translating vendor jargon and dense specifications into the language of business flows, risk controls, and real-world outages. It is written for practitioners who mu...

"Trading System Architecture Explained: Where Latency Hides and How Design Matters"Electronic trading is now a race measured in microseconds, where architecture choices quietly decide who wins before the strategy ever sees the market. This book is written for quantitative developers, trading technologists, and technically inclined traders who need to understand not just how to write strategies, but how the entire stack beneath them creates or destroys edge. It connects market micro...

"Event-Driven Trading Systems: Queues, State, and Reliable Processing in Practice"Event-driven architectures now underpin the fastest and most resilient trading platforms in the world, yet building them correctly remains notoriously difficult. This book is written for senior developers, quantitative engineers, and architects who need to design or modernize real-time trading systems where every microsecond and every message matters. It bridges the gap between capital markets domain ...

"Market Data Engineering for Quants: Normalizing, Replaying, and Aligning Time"Modern quantitative research lives or dies on the quality of its market data. This book is written for quantitative developers, researchers, and data engineers who must turn chaotic exchange feeds into precise, reproducible inputs for trading models and backtests. Rather than treating data as an afterthought, it approaches market data engineering as a first-class quantitative discipline, where time, prec...

"Latency Engineering in Electronic Markets: Optimizing Code Paths, Memory Layouts, and I/O"Electronic markets are won and lost in microseconds, yet most trading systems are still built with millisecond-era assumptions. This book is written for practitioners who live on the sharp edge of execution speed: quantitative developers, low-latency engineers, infrastructure specialists, and technically inclined traders who must translate competitive pressure into concrete engineering decisi...

"GPU-Accelerated Research in Quant Finance: Using CUDA to Speed Up Backtests and Analytics"This book is for quantitative researchers, systematic portfolio managers, and technologists who want to turn GPUs from a buzzword into a practical edge. It bridges the gap between theoretical quant finance and high-performance computing, showing how to move real research workloads—backtests, risk engines, and pricing libraries—from CPU-bound prototypes to production-ready GPU pipelines.

"High-Performance Data Stores for Markets: Applied Techniques with kdb+ and ClickHouse"Modern electronic markets generate torrents of time-sensitive data, and the firms that can store, query, and interpret that data fastest gain a decisive edge. This book is written for quantitative developers, data engineers, and trading technologists who need to build and operate serious market data platforms—not experiments. It speaks equally to kdb+ veterans looking to adopt ClickHouse and to e...

"Designing Backtest Engines: Foundations of Reproducible Quant Simulation"In modern systematic trading, ideas are plentiful but credible evidence is rare. Designing Backtest Engines: Foundations of Reproducible Quant Simulation is written for quantitative researchers, trading technologists, and data scientists who need more than a quick PnL chart—they need simulation results that can withstand internal review, model risk committees, and regulator scrutiny. This book shows how to tu...

"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...

A year has passed since Toby-T-rex hatched from his ancient dinosaur egg. He and his animal family have enjoyed a peaceful survival deep within a dense forest. All this suddenly changes when they learn that an injured female T-rex also exists. Trust enters the picture when the animals reluctantly accept the help of an old veterinarian. But does the doctor have a motive to reveal the forest secret, or will his trusty dog help keep it safe?

An egg shaped rock appears after an avalanche. Several forest animals are curious. Lightning strikes the object, turning it into a real dinosaur egg. A tiny T-Rex hatches. The animals decide to call him Toby. They soon learn that he is an extinct Tyrannosaurs Rex. All goes well until humans become aware that a dinosaur exists. They try to capture Toby. But animal trickery keeps him safe. The story ends as lightning strikes another egg.

So what if her arms are extremely short? Julie the T-rex wants to be a knight, and she's ready to prove herself to the king. Discussion questions, an interactive look-and-find section, and dinosaur facts complete this fun picture book from the Dinosaur Dreams series.