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.
Have you considered Forex Managed Accounts using HFT?
Why not check out http://www.ttcminvestment.com and contact me if you like what you see…