High-frequency trading
by Irene Aldridge · first published 2010
3mentions
2recommended by
3HN commenters
2010–2025first – last mentioned
67% recommend33% neutral
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Hadn't started implementing any systems yet, but earlier this year I ordered these and they've been ultra-educational at least for figuring out how to get started, vocabulary, etc.: High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems http://www.amazon.com/gp/product/0470563761 Inside the Black Box: The Simple Truth About Quantitative Trading http://www.amazon.com/gp/product/0470432063…
on “Ask HN: Any high frequency trading hackers” ↗…your email? Let me give a meaningful response: in low latency trading, the value is truly in the platform. The strategies are simple, and you can pick up a textbook (ie Aldridge http://www.amazon.com/High-Frequency-Trading-Practical-Algor...) to learn the strategies employed at that level. That being said, the traditional "sysadmin" role is oftentimes filled by people traditionally described as "developers". The roles…
on “Ask HN: Is anyone a sysadmin in high frequency trading?” ↗Aldridge 2010 High Frequency Trading, A Practical Guide to Algorithmic Strategies and Trading Systems Chan 2013 Algorithmic Trading, Winning Strategies and Their Rationale Davey 2014 Building Winning Algorithmic Trading Systems, A Traders…
on “Ask HN: Teach Myself Algorithmic Trading?” ↗