Suggest some readings for high frequency trading

[Siddharth Singh]

Hi,

I will join a high frequency firm trading across asset class as a developer. Also I am expected to contribute to research and strategy building.

Please if you can suggests some readings on these materials so that I can prepare myself for it.

1. Lowering latencies in a Java systems.
2. Optimizing Java code.
3. High frequency trading strategies in equity, currency and commodities

 

[alain]

Read about the Disruptor pattern

 

[Siddharth Singh]

Thanks Alain, I will go through it.