• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Learn more Join!
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models. Learn more Join!

Resources for HFT and Algo Trading

KiKi

Joined
10/17/18
Messages
5
Points
11
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
 
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.
 
pingu said:
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.
Click to expand...

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?
 
there are many purposes but it usually takes advantage of the order flow.
 
Last edited:
Back
Top