Modeling Maximum Trading Profits with C++

Acknowledgments

Indeed, I have written this book in a “home laboratory” for my own enjoyment but always feeling that the subject goes beyond the interests of one individual. Nevertheless, a subject or a man cannot be taken out of his life context. If someone in July 1992 had told me that a Russian scientist doing research on inductively coupled plasma combined with mass spectrometry and chromatography under the guidance of Professor Masatoshi Morita of the National Institute for Environmental Studies would ever write a book on trading, I would have thought it ridiculous. Nothing in my background of analytical and computational chemistry, obtained from the Lomonosov's Moscow State University, or my scientific work at Vernadskii Institute of Geochemistry and Analytical Chemistry at the Russian Academy of Sciences, the scientific traditions and knowledge formed by close and fortunate cooperation with my teachers Professors Oleg Petrukhin and Boris Spivakov and the academician Yuri Zolotov, could predict such a turn. However, I had finished several successful software projects for personal computers in cooperation with Dr. Vladlen Taran, and my interest in software design in the late 1980s resulted in my creating a portfolio of programs, which I could then use as my calling card. Today, I am grateful to Dr. Richard Weisburd, my American colleague at the National Institute for Environmental Studies (Tsukuba, Japan), who noticed the programs and hinted that my computational background ...