[functional_test]

Take what Jonathan Kinlay says about HFT with a grain of salt. He worked at a friend's firm briefly before leaving without making a single profitable strategy (although his excel models were profitable of course). While what he says in this article is in the ballpark of correct, he is not the best source of information on modern HFT.

[dataker]

Any recommendations for a good blog on modern HFT?

[minimax]

This one is relatively new, but it's the most insightful (and candid) that I have come across: https://mechanicalmarkets.wordpress.com

[exelius]

No; HFT is effectively a zero sum game, so trading strategies are usually kept proprietary.

[exelius]

I'm actually serious about this -- read anything on HFT strategies online with a grain of salt, because you are the type of person HFT firms are looking to exploit. In HFT it can be very hard to know if you're the hunter or the prey.

[CyberDildonics]

Unless you take home a profit every day, then you know which side you are on.

[tcbawo]

Some strategies that involve complex positions might post small daily returns. Then, an event can come along and wipe out a month of profit, or more. It's a shark eat shark world.

[exelius]

Right. HFT relies on finding arbitrage opportunities, which are limited and temporary. Unless you're building AI that will adjust to other players' strategies in real-time, you're behind the game.

[bcheung]

http://www.quantnews.com/

[omgtehlion]

In this article he mentions only obvious concepts. Hence I consider the article to be ~99% correct )

[functional_test]

Exactly. It's so general that he's on base this time, but it's dubious if he actually has the experience to go into more detail.

[lifeisstillgood]

It is nice to realise that people who clearly have stellar resumes still get this kind of knocking when sticking their heads above the parapet - it makes me feel worrying about the stuff people could say about me should not stop me from putting my head up more often.

[pdeuchler]

Take what this commenter says about OP with a grain of salt. He had a friend that hired OP and seems to be bitter that OP left before he could profit off of him. While what he says may be in the ballpark of correct, an anon poster making ad hominem comments is not the best source of information on the OP.

[Rainymood]

Full disclosure ... lol, thanks for the heads up.

[guelo]

How about you divulge some tactics then?