I'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/StateOf

I'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).