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Quant development: 101 trading technology. Where to start?

(Last Updated On: April 11, 2011)

Quant development: 101 trading technology. Where to start?

Hi.

I’ve pretty good knowledge of “retail” platforms (TradeStation style).

The rest (broker and exchange side) is totally obscure for me.

If I wanted to start learning a bit on that, where should I start?

 

This book is not specific to a particular platform but a good overview of broker and exchange DMA technology. http://www.algo-dma.com

• Thanks very much, I’ll take a look.

would you describe your ultimate goal? I would recommend different sources if you were trying to program a trading system vs. trying to get a job on a trading floor. Were you interested in figuring out ARCA or Level 2 so you could trade better

Sorry for hijacking Horacio thread.. but since you already posed the question.. I am interested in getting deeper understanding of the trading system (as a workflow and system level understanding) as I am working on developing one. What books/resources would you recommend for that?

From a Linked In group discussion

 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

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