hey guys,soon i have to give a presentation about High Frequency Trading and algo trading.For me this topic is completely new and I would like to ask you for some advice on this:- Which topics/subtopics do you suggest i should include/ mention- do you know any strategies or resources where i can get example strategies?- what are good sources (research papers, books, articles, webistes)?thank you very much for your help.Best Regards,Martin

Welcome maalhu3112!What will be your audience?

audience will be students: undergraduate and graduate with knowledge in finance and quantitative fields.also, can you tell me about the securities that are typically being traded with those strategies?i want to give a (sophisticated) introduction to the topic and give examples.thank you very much!

People don't generally share their trading strategies. But investment banks do generally promote their order-management algorithms and liquidity tools, designed to spread orders out and target liquidity and volume, and to avoid frontrunners. So maybe you could present from the point of view "here are the latest tools being used by the people we have to front-run, match up, and generally try to create liquidity for."From gset.gs.comQuoteFX Algorithmic ExecutionTime weighted average price (TWAP) is currently available.Customize many of the input parameters.Suspend/Resume algorithmic executions at any time.Post-Trade Report provided upon order completion.Key Level SelectorQuick order entry fly-out and ladderStreaming spot/forward tilesSo for example, you might discuss the types of learning algorithms that can do a signal separation, and extract the custom parameters being used by different sized participants on each side in a given session.For example, I have seen people working large orders using a time slice starting at 7:00 GMT, and playing scalper ping-pong with their counterparties by running exactly to the 10-minute moving average when the previous 1-minute bar closed on their side of the average, and two bars ago had a high or low on their side of the average. They seemed to dribble out a lot based on the amount of time left in the day and immediate volume, but stop when it reaches the average. And then learning algorithms would front-run the action at very low latency once the first series of orders were observed. And then I have seen other people who set their slice-delay timer to 0 when the first person's condition is met. Presumably to avoid trading behind the learning algorithms.And I have seen frontrunners line up to trade against someone executing slices on the half hour, only to hit an air pocket when he didn't show. Or when volume is low, I have seen them turn off the algorithm, run the stops of scalpers once going the opposite direction, and then take the whole block to the market. It used to be these algorithms could prop up or hold down the market by meeting volume with volume on big days. But then I saw them add a new slice delay to give the market a chance to run their way.So suppose a slice is due to hit. Some triggers could cause it to fire, other triggers could cause it to delay. I have seen people trade ahead when the fire triggers became more likely than the delay triggers, say two minutes out.

Might be good for background: Algorithmic trading and DMA

Here is an exhaustive reading list. https://www.quantstart.com/articles/Qua ... ading-List\

QuoteOriginally posted by: algoisgameHere is an exhaustive reading list. https://www.quantstart.com/articles/Qua ... -List\well done for resurrecting a 3 year old thread.

QuoteOriginally posted by: daveangelQuoteOriginally posted by: algoisgameHere is an exhaustive reading list. https://www.quantstart.com/articles/Qua ... -List\well done for resurrecting a 3 year old thread.A completely original way of looking at high frequency indeed