2 points | by romesmoke 2 days ago ago
5 comments
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 Journey from Data Mining to Monte Carlo Simulation to Live Trading
Halls-Moore 2017 Advanced Algorithmic Trading, Bayesian Statistics Time Series Analysis and Machine Learning for Profitable Trading Strategies
Kissell 2014 The Science of Algorithmic Trading and Portfolio Management
Leshik 2011 An Introduction to Algorithmic Trading, Basic to Advanced Strategies
Thanks! Have these actively helped you? There's too much noise around this business...
After reading enough to get started, I realized I wasn't comfortable to invest this way. Too volatile for me, I have a nervous disposition.
Can you program? If you aren't already proficient, learn hardware description languages, like Verilog and VHDL.
I'm comfortable with Rust. Why the HW focus? I've heard about FPGAs being used for HFT, but I'm not going for sub-ms frequencies--except if it's unavoidable.
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 Journey from Data Mining to Monte Carlo Simulation to Live Trading
Halls-Moore 2017 Advanced Algorithmic Trading, Bayesian Statistics Time Series Analysis and Machine Learning for Profitable Trading Strategies
Kissell 2014 The Science of Algorithmic Trading and Portfolio Management
Leshik 2011 An Introduction to Algorithmic Trading, Basic to Advanced Strategies
Thanks! Have these actively helped you? There's too much noise around this business...
After reading enough to get started, I realized I wasn't comfortable to invest this way. Too volatile for me, I have a nervous disposition.
Can you program? If you aren't already proficient, learn hardware description languages, like Verilog and VHDL.
I'm comfortable with Rust. Why the HW focus? I've heard about FPGAs being used for HFT, but I'm not going for sub-ms frequencies--except if it's unavoidable.