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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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 …

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 »