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by perpetualpatzer
1683 days ago
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The linked pdf contains notes explaining HFT circa ~2011. The About section explains it's sourced from the author's blog, and was also used as lecture notes for an undergrad course. I've not read the whole thing, but at a minimum, the brainteasers contain some good nerd-sniping content. For those wanting more recent additions, the author seems to have more updated thoughts here[1], as linked on the LinkedIn profile to which their former blog redirects. [1] https://blog.headlandstech.com/2017/08/03/quantitative-tradi... |
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