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?

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 http://www.albertjmenkveld.org/ This is a link to an open …

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? Read More »