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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?

(Last Updated On: August 11, 2011)

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?

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Have a look at Albert’s papers.
Albert J. Menkveld
VU University Amsterdam
http://www.albertjmenkveld.org/

This is a link to an open source autonomous adaptive trading agent algorithm.
http://www.ziptrader.org/
Dave Cliff, an academic who loves trading originally designed zip as as a load balancing method for large data centers.

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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.

http://www.maxdama.com/

 

 

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