Literature on algorithmic trading

[bigbadwolf]

I'm aware there isn't much out there on algorithmic trading but can anyone make any suggestions? More specifically, can anyone make suggestions for relevant digital systems processing literature?

 

[ImranQ]

To get you started, look up Pair{s} Trading on Amazon..
Cheers,
Imran

 

[John]

Streambase has some white papers
http://www.streambase.com/algotrading.htm

Dr. Almgreen's webinar is quite insightful
http://www.streambase.com/webinar-adaptive-algo-trading.htm

 

[birdCatcher]

You might also want to have a look at this: The Algorithmic Trading Podcast

 

[Bastian Gross]

This could be helpful:
Chameleon Productions

 

[cepexpert]

One of the ways Aleri's Complex Event Processing system is used is algo trading:
Algorithmic Trading | Aleri

and they blog about algorithmic trading here:
algorithmic trading blog

Hope this helps!

 

[const451]

I do not know if you know about this forum, but if you go to their Research subforum, there is a sticky for books. There is also a sticky for white papers that might interest you.

Algorithmic Trading Group Forum - Research