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Ask HN: Resources for HFT?

1 points by pontus ↗ HN
High frequency trading (or more broadly systematic trading) is a notoriously secretive field, but one that I'm trying to learn more about (specifically the quant side). I suspect that there are some decent resources out there (either books, notes, articles, reading lists, message boards, videos, ...), but as a non-practitioner it's hard to judge the quality of them.

What are some good resources?

1 comment

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ncrmro
I’m the type of person that learns much better doing.

I’ve been working on a celery task queue that gets stock historicals, loads in postgres.

The idea is then to use backtrader and load the historicals from pandas/postgres. This will allow you to test your algos.

Would love to work on this with someone.

https://github.com/mementum/backtrader