Resources for HFT and Algo Trading

  • Thread starter Thread starter KiKi
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Can anyone point me to the good resources related to HFT /Algo Trading. In particular I am looking for optimization techniques, Numerical Linear Algebra/Advance Linear Algebra, Quantum Computing?

Is there any PDE resource with emphasis on pricing ?

KiKi
 
I think you are over-complicating things. By the time your optimization finishes, the order book has changed many times over. Maybe you are not looking for HFT but slower time frames.
 
I think you are over-complicating things. By the time your optimization finishes, the order book has changed many times over. Maybe you are not looking for HFT but slower time frames.

I guess its true, is't the sole goal of most of HFT Algo is to optimize how the orders are to be executed in trading book?
 
there are many purposes but it usually takes advantage of the order flow.
 
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