Basics of High Frequency Trading

Nanex’s High Frequency Trading Model (Sped Up) Nanex released a video showing the results of half a second of worldwide high frequency trading with Johnson and Johnson stock. I simply sped up the footage to get a better feel of what it looked like. Blow Your Mind. High frequency trading in action CNN’s Maggie Lake […]

Basics of Machine Learning in Algorithmic Trading

Algorithmic Game Theory and Practice, Michael Kearns, University of Pennsylvania, Traditional financial markets have undergone rapid technological change due to increased automation and the introduction of new mechanisms. Such changes have brought with them challenging new problems in algorithmic trading, many of which invite a machine learning approach. I will briefly survey several algorithmic trading problems, focusing […]

Basics of algorithmic trading

  – Trades executed at the best possible prices – Immediate and accurate trade arrangement positioning (thereby high likelihood of performance at desired amounts) – Trades timed right and forthwith, to avert significant cost changes – Reduced transaction costs (see the execution shortfall example below) – Coincident automated tests on multiple marketplace states – Decreased […]

Books on Algorithmic Trading

Algorithmic trading is usually perceived as a complicated area for beginners to get to grips with. It covers a broad range of subjects, with certain aspects requiring a substantial amount of adulthood that is mathematical and statistical. Hence it can be incredibly off-putting for the uninitiated. While the details can be learned in an iterative, […]