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Ask HN: Detailed source to learn more about High-Frequency Trading
I have been seeking any good source to learn the implementation part of HFT models and systems (preferably in java). Most of the blogs, YouTube tutorials and courses are superficially explained rather than demonstration by code.
I have gone through the book "Developing High Frequency Trading Systems: Learn how to implement high-frequency trading from scratch with C++ or Java basics" (https://libgen.rs/book/index.php?md5=AA204A780FF9EAD1DAF8C87E8C32B346).
I want to learn about this in more detail. Any help will be highly appreciated.
- dev_0 4y agoWaste of time...you can't compete with Citadel or Renaissance
- discordance 4y agoI've done a bit of algo trading, but not HFT (those low latency links are costly). Here are some links I've collected along the way: https://github.com/StateOfTheArt-quant/awesome-high-frequency-trading https://github.com/StateOfTheArt-quant/awesome-high-frequenc... https://github.com/AlexWan/OsEngine https://github.com/AlexWan/OsEngine https://github.com/hummingbot/hummingbot https://github.com/hummingbot/hummingbot https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Tr... https://github.com/Crypto-toolbox/HFT-Orderbook https://github.com/Crypto-toolbox/HFT-Orderbook https://github.com/Manudecara/Algo-Trading https://github.com/Manudecara/Algo-Trading I also had some fun with the challenges on Quantopian, but that shutdown a couple of years ago (https://en.wikipedia.org/wiki/Quantopian https://en.wikipedia.org/wiki/Quantopian).
- hrishikeshh 4y agoThanks. This link (https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Tr...) given by you helped.