Hi, I’m a freshman and quite interested in HFT. It is difficult for me to find any practical materials of HFT(like a simple piece of code, a hands-on strategy). Can anybody give some resouces?
Have a look at Albert’s papers.
Albert J. Menkveld
VU University Amsterdam
This is a link to an open source autonomous adaptive trading agent algorithm.
Dave Cliff, an academic who loves trading originally designed zip as as a load balancing method for large data centers.
My friend has a blog documenting his journey into HFT’s starting from his sophomore year of college. He’s currently working at a startup HFT in SF and he has multiple code samples on the blog.
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!