What is good book on high frequency trading?

Discussion in 'Order Execution' started by ggelitetrader000, Feb 15, 2019.

  1. traider

    traider

    That's why people invented sharpe ratios. They allow strategy comparison. Find anyone who thinks they can predict the market and get them to reveal their sharpe ratio.
     
    #11     Feb 15, 2019
    tommcginnis likes this.
  2. Nobert

    Nobert

    Eureca :D
     
    #12     Feb 15, 2019
    tommcginnis likes this.
  3. tommcginnis

    tommcginnis

    I only discovered these grey/green-themed Youtube vids recently. (Within the last 6 months??) And usually, such well-polished/produced things are utter buffoonery that borders on criminal fraud. But I've seen at least a dozen of these things -- if not more -- and if that's only 10% of "106 episodes".... they've all been pretty sound.
     
    #13     Feb 15, 2019
    fan27 likes this.
  4. Metamega

    Metamega

    That’s the podcast I mentioned earlier. He doesn’t go too in depth on strategies as his old business is still trading but still interesting.
     
    #14     Feb 15, 2019
  5. qlai

    qlai

    Ignore the title ... A very good read.

     
    #15     Feb 15, 2019
    ggelitetrader000 likes this.
  6. qlai

    qlai

    A bird in the hand ...
     
    #16     Feb 15, 2019
  7. qlai

    qlai

    Read articles by Haim Bodek.
     
    #17     Feb 15, 2019
  8. You know hft is similar to old school arbitrage. Eventually technology will catch up and it'll disappear or the risk/benefit is so minute it's not worth the effort. By the time you raise enough capital to give it a go, there will be something new. You may lose your capital trying.
    IMHO it is better learning to be profitable within the market rules and regulations.
     
    #18     Feb 15, 2019
  9. i am just interested in learning and how it works.
     
    #19     Feb 15, 2019
  10. Here ya go ...


     
    #20     Feb 15, 2019
    tommcginnis and ggelitetrader000 like this.