High Frequency Trading (Straight from the Horse’s Mouth) by Thelongshorttrader
A high frequency trader’s take on …HFT:
For almost 5 years, I was a trader at GETCO, which was the premiere, dominant HFT firm. They recruited me from MIT and I didn’t know what to expect when I joined the ~100 person company. Lucky for me, I found the work enormously satisfying and can’t imagine a more fun time.
From an intellectual perspective, the problems are as satisfying and difficult as you could find anywhere else. There is as much math, game theory, economics, technology, computer science, and engineering as you want there to be. The technology is cutting edge. high frequency trading is the driver of a lot of technological...
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