High frequency trading (or more broadly systematic trading) is a notoriously secretive field, but one that I'm trying to learn more about (specifically the quant side). I suspect that there are some decent resources out there (either books, notes, articles, reading lists, message boards, videos, ...), but as a non-practitioner it's hard to judge the quality of them.<p>What are some good resources?
I’m the type of person that learns much better doing.<p>I’ve been working on a celery task queue that gets stock historicals, loads in postgres.<p>The idea is then to use backtrader and load the historicals from pandas/postgres. This will allow you to test your algos.<p>Would love to work on this with someone.<p><a href="https://github.com/mementum/backtrader" rel="nofollow">https://github.com/mementum/backtrader</a>