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Cuchulainn
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HIGH-FREQUENCY TRADING A Practical Guide to Algorithmic Strategies and Trading Systems

June 1st, 2011, 6:43 am

I agree with Rufus. I am no algo expert, but indeed the contents look good. I believe the author is someone who actually developed these systems.
Last edited by Cuchulainn on May 31st, 2011, 10:00 pm, edited 1 time in total.
 
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Hansi
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HIGH-FREQUENCY TRADING A Practical Guide to Algorithmic Strategies and Trading Systems

June 1st, 2011, 8:11 am

QuoteOriginally posted by: RufusHow about Algorithmic Trading and DMA, Barry JohnsonSelf published, so lacks a bit of polish but content seems good.Previews available on the website: algo-dma.comIt's a really good book but doesn't explicitly focus on HFT but rather algo trading and dma in general.
 
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ktang
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HIGH-FREQUENCY TRADING A Practical Guide to Algorithmic Strategies and Trading Systems

June 1st, 2011, 8:53 am

QuoteOriginally posted by: HansiIt's a really good book but doesn't explicitly focus on HFT but rather algo trading and dma in general.Correct, it is really technical and most are about order routing. If you are a quant in this area you usually have the api to send/ delete orders.So you should not care about this.You are more concern about trading signals generation and backtesting strategies.
 
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Hansi
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HIGH-FREQUENCY TRADING A Practical Guide to Algorithmic Strategies and Trading Systems

June 1st, 2011, 9:19 am

QuoteOriginally posted by: ktangIf you are a quant in this area you usually have the api to send/ delete orders.So you should not care about this.Largely agree, but it's a good read if you want to understand the tech and setup details.
 
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tagoma
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HIGH-FREQUENCY TRADING A Practical Guide to Algorithmic Strategies and Trading Systems

June 1st, 2011, 10:33 am

QuoteOriginally posted by: ktangNeural network, support vector machine, optimal control, machine learning,...ok. i didn't think SVM, neural network, etc are actually used by practicioners.thank you all for your comments
 
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ktang
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HIGH-FREQUENCY TRADING A Practical Guide to Algorithmic Strategies and Trading Systems

June 1st, 2011, 10:53 am

>> ok. i didn't think SVM, neural network, etc are actually used by practicioners.Why?
 
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Rufus
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HIGH-FREQUENCY TRADING A Practical Guide to Algorithmic Strategies and Trading Systems

June 1st, 2011, 1:30 pm

QuoteOriginally posted by: edouardQuoteOriginally posted by: ktangNeural network, support vector machine, optimal control, machine learning,...ok. i didn't think SVM, neural network, etc are actually used by practicioners.thank you all for your comments From the latest job on the job board:QuoteOur client is a Tier 1 Investment Bank who is looking for someone with a stats / machine learning background to join their High Frequency FX quant research and trading team.
 
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tagoma
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HIGH-FREQUENCY TRADING A Practical Guide to Algorithmic Strategies and Trading Systems

June 1st, 2011, 9:03 pm

QuoteOriginally posted by: ktang>> ok. i didn't think SVM, neural network, etc are actually used by practicioners.Why?i remember i read papers no the subject as a postgraduate in economics of innovation.and, i admit it stills seem somehow "conceptual" to me.i'm simply not accustomed enough.
 
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tagoma
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HIGH-FREQUENCY TRADING A Practical Guide to Algorithmic Strategies and Trading Systems

June 1st, 2011, 9:05 pm

QuoteOriginally posted by: RufusQuoteOriginally posted by: edouardQuoteOriginally posted by: ktangNeural network, support vector machine, optimal control, machine learning,...ok. i didn't think SVM, neural network, etc are actually used by practicioners.thank you all for your comments From the latest job on the job board:QuoteOur client is a Tier 1 Investment Bank who is looking for someone with a stats / machine learning background to join their High Frequency FX quant research and trading team. it actually is used by practicioners
 
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VegaPlus
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HIGH-FREQUENCY TRADING A Practical Guide to Algorithmic Strategies and Trading Systems

June 17th, 2011, 2:06 pm

QuoteOriginally posted by: RufusHow about Algorithmic Trading and DMA, Barry JohnsonSelf published, so lacks a bit of polish but content seems good.Previews available on the website: algo-dma.comDo you know where I can get this book in the UK? Looks like I only can get it from the US but it would take ages and I have to pay extra according to what I read. Isn't it possible to buy it in the UK???If someone sell it in the UK, please let me know. edit : no extra actually. From amazon.com we can get it for 37£ including delivery fees. But it takes 1 at least 1 month to arrive... Quite long!
Last edited by VegaPlus on June 16th, 2011, 10:00 pm, edited 1 time in total.
 
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Hansi
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HIGH-FREQUENCY TRADING A Practical Guide to Algorithmic Strategies and Trading Systems

June 17th, 2011, 6:02 pm

It said 1 mth when I ordered mine but I got it in 8 days.
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