Hi folks, I'm a postdoctoral experimental physicist, but now in a transition phase of career, to be a high frequency trading professional. I'm planning to get another PhD, preferably focusing on high frequency trading. Can you recommend the high frequency trading research groups at universities in US/Canada? Thanks!
One year of relevant experience would be more valuable than the most optimistic 2nd PhD projection. The only program that might be useful would be machine learning. But experience is still better.
Usually, such research involves studying the behaviour of HFT and their impact on financial markets rather than actually developing or simulating their automated trading system. imho, you need to try trading first if you're interested in developing automated trading system
Why not just go apply for a trading position at an HFT firm? I can not recommend this program I can say maybe look into it http://stuart.iit.edu/programs/ms-finance
I think a course in Algorithmic Trading can be of good use. I can recommend this http://www.quantinsti.com/epat