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A High-Frequency Trading Journey
I have been working on automated trading bots for some time now. I thought I’d share my journey, work and lessons learned.
Early Days
Early learnings were driven by Ernest Chan’s no-nonsense writing. His must-read Algorithm trading is a great place to get started learning about automated trading systems.
Websites like Quantopian were rich pools of information, strategies, and insights into the shadowy world of HFT.
People often assume that high-frequency trading is reserved for those who know what they are doing, have millions of dollars, and are almost criminal or devilish characters who cheat the system.
This outlook is incorrect. HFT is available to those who learn. HFT is also different than algorithmic trading since HFT is completely focused on time advantage, these two similar concepts often get grouped together.
Automated trading increasing market depth and liquidity, create’s price stability and lower market inefficiencies.
There are many ways to leverage computers in trading whether or not the end-to-end process is completely automated or not. In this article, I go through my learnings about automated trading and eventually…
