How to get started in HFT high frequency trading? Hello, I am a fresh graduate from the engineering field and have discovered that I have a huge interest in the algorithmic trading field. I guess I just wanted to ask some advice from people in the industry on what my next stept should be. My interest mainly lays with software development. I have experience using C and Matlab. Also if anyone happens to know of any entry level or internship positions, please let me know. That would be awesome ==   look into the programs these guys have. http://www.xyber9trends.com/x9t/4371.html they are some of the best that are out there.   == just start coding and designing systems.. after 10,000 hours you will be ready. -- Some interesting books to get you started, 1. The Trade Lifecycle (http://www.amazon.co.uk/The-Trade-Lifecycle-Trading-Process/dp/0470685913/ref=sr_1_1?ie=UTF8&qid=1336688190&sr=8-1) 1. The Black Box (http://www.amazon.co.uk/Inside-Black-Box-Quantitative-Trading/dp/0470432063/ref=sr_1_4?s=books&ie=UTF8&qid=1336688295&sr=1-4) 1. Inside High Frequency Trading (http://www.amazon.co.uk/All-About-High-Frequency-Trading-Series/dp/0071743448/ref=sr_1_1?s=books&ie=UTF8&qid=1336688449&sr=1-1) Also as Jay says, start coding. Write a couple of html scrapers to get stock prices from Google, BBC, Bloomberg or Reuters and test your algorithms on those. Good luck.   == I'd suggest to you check NinjaTrader software, is in C++, it's free (The non-live version) and its learning curve is pretty fast.   ==   I highly recommend the following book: http://www.amazon.com/Way-Turtle-Methods-Ordinary-Legendary/dp/007148664X See if you can implement the strategy to trade the commodity futures and make it profitable. You will thoroughly enjoy the experience and learn a lot along the way. If you are comfortable with C, you might consider MQL4 and perhaps MQL5 provided by MetaTrader 4 and 5 platforms respectively.   == Having said that, I would MetaTrader more of an educational / prototyping tool (great charting capabilities and a fairly expressive language). You would have to be VERY thorough in selecting the MetaTrader broker(s) though if you ever get to that stage.   == I wholeheartedly agree with thrcomment, you can use MQ4-5 as a learning tool, but do not use this in production. Furthermore I recommend only to trade in instruments that are either protected by MIFID or the american equal (cannot remember this act) but you should be guaranteed the NBBO. National best bid/offer. Basically this means do not trade FX and CFD´s in the beginning of your "career"   Hello, I am a fresh graduate from the engineering field and have discovered that I have a huge interest in the algorithmic trading field. I guess I just wanted to ask some advice from people in the industry on what my next stepts should be. My interest mainly lays with software development. I have experience using C and Matlab. Also if anyone happens to know of any entry level or internship positions, please let me know. That would be awesome ==   look into the programs these guys have. http://www.xyber9trends.com/x9t/4371.html they are some of the best that are out there.   == just start coding and designing systems.. after 10,000 hours you will be ready. -- Some interesting books to get you started, 1. The Trade Lifecycle (http://www.amazon.co.uk/The-Trade-Lifecycle-Trading-Process/dp/0470685913/ref=sr_1_1?ie=UTF8&qid=1336688190&sr=8-1) 1. The Black Box (http://www.amazon.co.uk/Inside-Black-Box-Quantitative-Trading/dp/0470432063/ref=sr_1_4?s=books&ie=UTF8&qid=1336688295&sr=1-4) 1. Inside High Frequency Trading (http://www.amazon.co.uk/All-About-High-Frequency-Trading-Series/dp/0071743448/ref=sr_1_1?s=books&ie=UTF8&qid=1336688449&sr=1-1) Also as Jay says, start coding. Write a couple of html scrapers to get stock prices from Google, BBC, Bloomberg or Reuters and test your algorithms on those. Good luck.   == I'd suggest to you check NinjaTrader software, is in C++, it's free (The non-live version) and its learning curve is pretty fast.   ==   I highly recommend the following book: http://www.amazon.com/Way-Turtle-Methods-Ordinary-Legendary/dp/007148664X See if you can implement the strategy to trade the commodity futures and make it profitable. You will thoroughly enjoy the experience and learn a lot along the way. If you are comfortable with C, you might consider MQL4 and perhaps MQL5 provided by MetaTrader 4 and 5 platforms respectively.   == Having said that, I would MetaTrader more of an educational / prototyping tool (great charting capabilities and a fairly expressive language). You would have to be VERY thorough in selecting the MetaTrader broker(s) though if you ever get to that stage.   == I wholeheartedly agree with thrcomment, you can use MQ4-5 as a learning tool, but do not use this in production. Furthermore I recommend only to trade in instruments that are either protected by MIFID or the american equal (cannot remember this act) but you should be guaranteed the NBBO. National best bid/offer. Basically this means do not trade FX and CFD´s in the beginning of your "career"  

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