I started this blog to pull together my own thoughts on algorithmic trading. In reality, more of my trading articles so far have explored trading principles.
- I explore the basics of algorithmic trading in this piece, where I argue that the primary benefit of algo trading lies in forcing you to think scientifically about the trading process. As a result of being able to describe trading strategies, you can then use hypothesis testing to prove or disprove the efficacy of a new strategy.
- In Bad Medicine, I take a look at conspiracy theories, garages, and high frequency trading companies. Most attempts at solving the problem aren’t looking deeply enough, with regulators possibly being “blinded by science” (and technology).
- In defense of the middleman: I argue that algorithmic traders are a type of middleman, and as a result, can be expected to provide a net benefit society.
- FPGAs: the software in the hardware shows how recent applications of electrical engineering tools like FPGAs are being used in high frequency trading applications.
- A list of the Top 25 resources on high frequency trading specifically, so probably a good place to start for the newbie.