Resources

Communication

Slack channel #hft-sp25.
For general questions, please use our course Slack channel so everyone can benefit from the discussion. For homework-related questions before the due date, or personal matters, feel free to contact us via Slack DM or email.
Office Hours – time and venue TBD

Textbooks

There will be no required textbook but the following texts can give helpful context or serve as a reference:

Algorithmic Trading: A Practitioner’s Guide by Jeffrey M. Bacidore
Flash Boys: A Wall Street Revolt by Michael Lewis
inancial Markets and Trading: An Introduction to Market Microstructure and Trading Strategies by Anatoly B Schmidt
Reminiscences of a Stock Operator by Edwin Lefevre
Beej’s Guide to Network Programming - https://beej.us/guide/bgnet/