Resources for HFT and Algo Trading

[KiKi]

Can anyone point me to the good resources related to HFT /Algo Trading. In particular I am looking for optimization techniques, Numerical Linear Algebra/Advance Linear Algebra, Quantum Computing?

Is there any PDE resource with emphasis on pricing ?

KiKi

 

[pingu]

I think you are over-complicating things. By the time your optimization finishes, the order book has changed many times over. Maybe you are not looking for HFT but slower time frames.

 

[KiKi]

I think you are over-complicating things. By the time your optimization finishes, the order book has changed many times over. Maybe you are not looking for HFT but slower time frames.

I guess its true, is't the sole goal of most of HFT Algo is to optimize how the orders are to be executed in trading book?

 

[pingu]

there are many purposes but it usually takes advantage of the order flow.