re: Getting Past the Gate: Capital Introduction at Prime Brokerage Firms

I didn't have time this week to do this subsection very well or in any depth, but I did manage to find a collection of links that seem like they could give an interesting introduction to this HF/algo stuff, and given that I started posting stuff in Ole War Skule's Death Cross thread this morning, I might as well plop this stuff down too.


III-B. High Frequency Algorithmic Trading Strategies

NumericalMethod.com: Introduction to Algorithmic Trading Strategies
Stanford: STATS242 - Algorithmic Trading and Quantitative Strategies
Columbia: IEORE4733 Algorithmic Trading
Modrika: Algorithmic Trading Course
QuantMaster (India): Quantitative and Algorithmic Trading Course
IFM (Institute for Financial Markets): Is Algorithmic Trading within Your Grasp?
Stevens.edu: Algorithmic Trading Strategies Graduate Certificate



Also, here is a thread from QuantNet talking about the strengths and weaknesses of various quant programs when it comes to HF and algo trading: LINK.

The interesting takeaways from that thread for me are the big names--Jim Gatheral at Baruch (I used one of his algorithms for a local stochastic volatility class project), and Robert Almgren at NYU.


Finally, here's a 30-minute YouTube video on HF and algo trading that I plan to watch sometime later this weekend: " High Frequency Trading Explained (HFT)."