Resources for HFT?

Question

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?

ncrmro · Accepted Answer

I&rsquo;m the type of person that learns much better doing.I&rsquo;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