Last day I provided my trading team (they adjust our algos and monitor the market and our PnLs) a list of books that would be great to read if you start being interested in HFT.
#Trading #HFT #cryptocurrecy
Market Microstructure in Practice - Good book especially about the fragmentation of the market (which is a very interesting topic in the crypto universe), some basic stuff related to the algorithms in HFT
Algorithmic Trading and DMA - Very good book related to the AlgoTrading. A lot of knowledge about order types, DMA, execution algorithms etc. I recommend it for the first book after you gain some basic knowledge.
High-Frequency Trading - Very good book if you try to implement your HFT algos and want to get some insight on how to use information from the orderbook. A good chapter about volume clock from De Prado.
Now the most important thing - nobody can do it for you. Just grab the book, sample of some data and try to do something. I hope guys from my team will do it as well. If not - I will complain about them here on Twitter.
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