What is good book on high frequency trading?

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

  1. I'm not using it yet, I just know of it. It is very good and it gives you lots of ready made functions to make it easier to express your own Near-HFT ideas. There are few other similar APIs for NT8, but this one seems to be the oldest and the most developed.

    I'm not affiliated with them, and blah, blah, blah, but here is a link if you want to have a look: https://www.mzpack.pro/
     
    #41     Apr 4, 2025
  2. MarkBrown

    MarkBrown

    the big money in hft was intra bank arbitrage between prime brokers. problem was they kept figuring out what was going on and would close your account at random. those fpga boards can do some damage for something programmed with fortran, lol.
     
    #42     May 19, 2025
    spy likes this.