software developers analysing data feeds, page-42

  1. 27 Posts.
    Hi Michael,

    Finalisation for others interested.

    We have been in email contact and you should now have enough information to get going.

    I do not want to be in the position of supplying code and/or support services. I can only provide general guidance and advice.

    These are the key books that have assisted me (ordered by increasing complexity):
    Inside the Black Box. The Simple Truth of About Quantitative Trading by Rishi Narang
    High Frequency Trading. A Practical Guide to Algorithmic Strategies and Trading Systems by Irene Aldridge
    High Frequency Financial Econometrics by Bauwens, Pohlmeier and Veredas

    There have been too many academic papers to list.

    Steve
 
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