Two pretty good articles on HFT

These articles Jacob Loveless were posted few months ago on ACM (Association for Computing Machinery)  blog, but I just came across them.

Barbarians at the Gateways includes details on specific HTF trading strategy
Online Algorithms in High-frequency Trading provides high-level overview of some mathematics that is used for data analysis

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1 comment:

  1. Anonymous11/12/2013

    So the November '13 _Australian_ vol contract ticker is VIX3 - not confusing at all....

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