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Any suggestion for courses to take if intended for algorithmic high frequency trading? Many thanks

Signal processing, time series analysis, prob and stats, c++, game theory, market microstructure.

what is market microstructure? could you please provide some more details? Thanks much

Take Harris' or Hasbrouck's book for a start. Also all Harris' papers HTH

thanks, what type of basic methods are used in high frequency trading? is it similar to statistical arbitrage?

QuoteTake Harris' or Hasbrouck's book for a start. Also all Harris' papers Anthis,Do you mean professor Larry Haris: http://www-rcf.usc.edu/~lharris/ ?

Yes.

HFT is bigger in the states so most HF traders get educated in the US. CMU, MIT & Caltec guys seem to be most popular, - most HF shops get the Crem del la creme from the top technical/sci uni's when they do the milk rounds. CompSci and Electrical Enginners are often top of the list. There are a few physics people and a fair number of Ecole alumni who start in the French Banks. Having said this, the most profitable HF trader I know was educated at Oxford and he has a PhD in Physics and the Second most profitable high freq trader I know was educated at Cambridge and has a PhD in Applied Maths and an undergraduate degree in CS. Both work for a well known US hedgefund.

QuoteOriginally posted by: JackShengAny suggestion for courses to take if intended for algorithmic high frequency trading? Many thanksThe only way to learn about this business is from the inside. To get in, you need great programming skills and an interest in low level programming and a keener interest in chopping off clock cycles from every line of running code. Those references listed below are good to show that you understand some of the basic things that a HFT shop has to deal with.