An introduction to high-frequency finance
by Ramazan Gençay, Michel Dacorogna, Ulrich A. Muller, Olivier Pictet, Richard Olsen · first published 2001
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on “Good books for hackers interested in quant finance?” ↗…a wide variety of books on statistical modelling for financial instruments. In terms of keeping up with the community, zerohedge.com provides valuable advice and recently provided the full PDF of 'an introduction to high-frequency finance'. In terms of low latency architecture and platforms, check the docs for Red Hat's MRG, SuSE's SLIRT, and highscalability.com. You'll find most of your Unix knowledge is tied towards performance rather…
on “Ask HN: How to learn about automated trading systems?” ↗