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Top 25 Articles on High Frequency Trading
From the Web 1. A High Frequency Trader’s Apology, Pt 1 and Pt 2: a decent insider’s explanation for non-HFT peeps 2. John Nolan on the State of Hardware Acceleration with GPUs/FPGAs, Parallel...
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Bad Medicine: regulating high frequency traders won’t address muddling of...
Recently, I read Scott Patterson’s (@pattersonscott) Dark Pools, the somewhat disturbing recent history of high frequency trading, packaged in a superb narrative that is probably the closest to a Bond...
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Does automated trading generate any real profit?
Reposting of an important question from a forum, because I think it’s a pretty important question. Does automated trading generate any real profit? What I’m trying to ask is that if we have two...
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Ernie Chan on the pitfalls of backtesting
Nice overview from a practitioner on potential biases when backtesting. Ernie is the author of the decent algorithmic trading intro called Quantitative Trading, which I recommend for anyone getting...
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Jim Simons
Nice career retrospective by Jim Simons: MIT Video – Mathematics, Common Sense, and Good Luck: My Life and Careers. Here were his so-called hot tips: go with the computer models great people great...
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If you believe the efficient markets hypothesis, don’t follow this blog
In order to help you understand how to improve your investment returns, dear reader, I wanted to rant on how academic economists, supposedly the bastions of rational thinking, independent of...
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Intro to high frequency trading
Have a look at this decent intro to algorithmic trading, just to get a sense of this works. The focus is actually more on high-frequency trading. In particular, listen in for more info on quote...
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Investment strategy mindmap
Lately I’ve been playing around with various mindmaps to help organize ideas about investing. Mindmaps are a brainchild of Tony Buzan. Here’s an overview of investment strategy. Click on it to go...
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Bodek claims HFT is an artificial industry
Fueled largely by price sliding, preferential order types, and other exchange funny business. In other news, the SEC’s Berman thinks most flash crashes are caused by (human) fat fingers. [image: bark]...
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Model Risk
Saarbrücken, HTW, Mathematics Workshop (Photo credit: flgr) A while back, I went to a get-together with Massimo Morini, who wrote a book on model risk specifically. It struck me as a really interesting...
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