Algorithmic Trading

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.

  1. 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.
  2. 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).
  3. 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.
  4. FPGAs: the software in the hardware shows how recent applications of electrical engineering tools like FPGAs are being used in high frequency trading applications.
  5. A list of the Top 25 resources on high frequency trading specifically, so probably a good place to start for the newbie.
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