4 ms·
Are there any other resources you can recommend for learning more about HFT?
by henrik_w 12y ago
Are there any other resources you can recommend for learning more about HFT?
- kasey_junk 12y agoFor blog post style reading 'yummyfajitas' series on HFT is good: https://www.chrisstucchio.com/blog/2012/hft_apology.html https://www.chrisstucchio.com/blog/2012/hft_apology.html For technical books: - Trading & Exchanges by Harris (a little out of date) - Algorithmic Trading & DMA by Johnson. On the narrative non-fiction side Dark Pools is basically it.
- henrik_w 12y agoGreat, thanks!
- paperwork 12y agoThere are several books which speak about HFT at a high level. If you are curious about the actual mechanics of stock exchanges and (a bit about) how various parties make their money, I wrote a bit about it at http://falconair.github.io/2015/01/05/financial-exchange.html http://falconair.github.io/2015/01/05/financial-exchange.htm...