Is anyone here doing algorithmic or high frequency trading with NYSE listed stocks. Years ago when I was still doing ADR arbitrage, one of the main issues that we faced was how to increase our trading volume. Many of the stocks we were trading were fairly illiquid, with bid/ask sizes of under 1000 shares. So I had devised a number of strategies that were simple but quite effective in increasing our volume. I realize now that some of those strategies might work very well with some high frequency trading strategies. I'm looking for someone who might be willing to test it for me and share the results with me.

listen, it is so easy nowadays - IB

I am q quantitative analyst in China ,and i am very interested in trading, especially to the algorithm trading。but i can not find much materials on this topic , could anybody give me some good advice on how to start my research.

Hey Songxi, join the Algorithmic Trading Network at www.Algorithmic.uk.com. You should find plenty of useful articles and research papers to get you started in this lucrative field.