High-frequency trading

What Hacker News says

1. veyronJun 2011
   What is your email?

   Let me give a meaningful response: in low latency trading, the value is truly in the platform. The strategies are simple, and you can pick up a textbook (ie Aldridge http://www.amazon.com/High-Frequency-Trading-Practical-Algor...) to learn the strategies employed at that level. That being said, the traditional "sysadmin" role is oftentimes filled by people traditionally described as "developers". The roles have melded over the years.

   Hence, the question you are asking really delves into the "alpha" of the platform. This is something a practicing HFT sysadmin wouldn't want to divulge (or can't because of the highly litigious nature of the industry -- take Sergey Aleynikov or Samarth Agarwal as examples of what could happen if people talk too much)

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2. tiffaniNov 2010
   Hadn't started implementing any systems yet, but earlier this year I ordered these and they've been ultra-educational at least for figuring out how to get started, vocabulary, etc.:

   High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems http://www.amazon.com/gp/product/0470563761

   Inside the Black Box: The Simple Truth About Quantitative Trading http://www.amazon.com/gp/product/0470432063

   Quantitative Trading: How to Build Your Own Algorithmic Trading Business http://www.amazon.com/gp/product/0470284889

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3. RotundoAug 2025
   Aldridge 2010 High Frequency Trading, A Practical Guide to Algorithmic Strategies and Trading Systems

   Chan 2013 Algorithmic Trading, Winning Strategies and Their Rationale

   Davey 2014 Building Winning Algorithmic Trading Systems, A Traders Journey from Data Mining to Monte Carlo Simulation to Live Trading

   Halls-Moore 2017 Advanced Algorithmic Trading, Bayesian Statistics Time Series Analysis and Machine Learning for Profitable Trading Strategies

   Kissell 2014 The Science of Algorithmic Trading and Portfolio Management

   Leshik 2011 An Introduction to Algorithmic Trading, Basic to Advanced Strategies

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