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by S3raph 3073 days ago
he published also a now kinda old, but still great trading introduction/summary:

https://www.quantopian.com/posts/max-dama-on-automated-tradi...

The pdf link seems broken, but through Google you should easily find the pdf (maxdama.pdf)

2 comments

Actually I think that document is a far better overview, it actually outlines some statistical techniques (that are still very useful AFAIK) and doesn't focus exclusively on HFT.
Thank you. I’m having trouble downloading the pdf from that link. Tips?
google : inurl:maxdama.pdf