Collection of resources, codes, books, links, papers, approaches, companies, hardware, software, brokers, data sources, forums and everything related to algorithmic trading

What is algorithmic trading?

It is an automatic trading using algorithms to identify when to buy/sell, which equities/derivatives, at what prices and how to execute.  All of these sub goals driven by an overall trading goal.  The overall goal may be constructed based on success metrics such as Sharpe ratio and Sortino ratio.

Why is algorithmic trading exciting?

It is very complex problems to solve, span across diverse fields including market microstructure, direct market access, data mining, machine learning, knowledge discovery, deep learning, inductive logic programming, time series analysis, game theory, stochastic calculus, high frequency trading, low latency computing, low latency network , a field-programmable gate array (FPGA),  data analytics, feature construction, statistical arbitrage, big data, quantitative finance.  And more interestingly, the success metric can be measured immediately, that is your profit and loss.

It is a zero sum game.

Well, it is not exactly a zero sum game, more specifically it is an index sum game.  I created this website to share our knowledge and improve together.  Let's play this game.  See you in the markets.