So my sem 2 exams are over and i have about 36 days before my sem 3. Where do i get started from with 0 coding knowledge. since sem 2 started i’ve only been doing Competitive Programming on Codeforces and LeetCode in C++.
I need a proper structured roadmap on how i should start and a bit about how y’all started your algo trading journey. That would be really very very helpful🫶🏻🙏
Hi all,
A few weeks ago, I started an HFT project based on FPGAs.
The goal is parse market data (NASDAQ ITCH protocol) and to do some book keeping on the market state. The project is surprisingly "not that hard" (not trivial but not impossible) if you know your way around FPGAs.
Right now, the project is "just" a book keeper. I plan on implementing better memory management (which is the hard part of this project), corrupt data recovery and finally a basic strategy able to execute orders so I can start loosing money at lightning speeds :D
And yes, I do know that not many firms are into FPGAs as it's pretty niche and not many strategies require such speeds etc... But still, I think it's interesting !
I made some technical blog posts (currently 6 parts) : https://0bab1.github.io/BRH/posts/Trademaxxer_MoldUDP64/
If you are not into hardware design but still wanna learn about FPGAs in HFT + some basic technical background... Or just have a good time, you can find a much more simple (entertainment oriented) project overview on YouTube : https://www.youtube.com/watch?v=ogaTn6oB-TQ
Don't hesitate if you have any question !
NOTA : I hope this does not come out as shameless self promotion, it kinda is when I think about it but it's more of a way for me to share the "soft-hardware" aspect to the HFT community. I usually hang out in r/FPGA where people sometimes talk about HFT so I though it would be relevant.
Just recently joined a CFD brokerage in Australia as a BDM), mainly focusing on EA ecosystems, IB development and quant/signal partnerships.
Recently I’ve been spending more time around EA development and MQL5 infrastructure as well — especially strategy testing, optimization, VPS environments and signal deployment.
Curious to hear from people already in the industry: what actually worked for you when building IB networks or long-term trader relationships in the MetaTrader space?
Did you focus more on:
signal providers
education/community
social media
copy trading
affiliate networks
quant/EA ecosystems
high-value traders / HNW clients
or local trading communities?
Please share some thoughts for me!!!! Thanks!!!!
Hey everyone
So I’m working on an HFT bot at the moment. I can’t seem to find a breakthrough though. The backtests for the one I’ve coded so far are amazing but terrible on a live account.
Right now, I’m at a point where I would like to add some functionality where the bot only sets buy and sell stops based on momentum. I have tried order flow, ROC and ATR. The biggest issue I am facing is that my bot sets both buy and sell stops and most of the time both will be triggered eating at any profits I may have. I can’t seem to find a better stop setting algorithm that will work
If anyone else has experience with a profitable HFT bot then I would love your feedback
I’ve been experimenting with using LLMs as a research assistant for alpha exploration, not just for coding.
More specifically, I use them to help refine alpha hypotheses and structure ideas around signal design and market state representations before anything is formally implemented or backtested.
In some cases, the model helps “reframe” raw intuitions into more structured research objects (e.g., possible microstructure signals, regime-dependent behavior, or alternative feature representations).
I’m curious whether this is something seen at all in professional HFT / systematic trading environments:
From a practical standpoint, I’m also wondering how firms prevent over-reliance on “plausible but non-tradable” ideas generated at this abstraction layer.
Has anyone here experimented with ultra-high-turnover passive scalping strategies in very low-volatility products?
Not talking about directional trading or latency arb — more like sitting passively with tight inventory limits and trying to repeatedly capture tiny spreads intraday with limit orders only.
At what point do brokers start caring more about order efficiency/cancel ratios than notional volume?
Are retail brokers generally tolerant of high-turnover passive ETF trading if inventory and margin usage stay tightly controlled?
Not looking for alpha ideas — more interested in the operational/broker/microstructure side.
Good Morning from Brissy guys!
I recently joined MSC in Fin Engineering from WQU. I always have had the interest to algo trade, so I completed my bachelor in DS while focusing on self studying the trade.
Current implementation in HMM based long only strat used as a day trading. But I wanna get more involved and learn about the technology and strategies.
HFT is one of the buzzword I hear all the time, as fas as I know it’s used by every institution and it’s impossible to compete with them as a retail trader.
Would like to know if it’s possible to take HFT as a retail trader? Also, regardless, if someone could point me into the direction for the foundation of HFT, any books or tutorial to get my hands dirty.
I love learning by implementation rather than just reading.
Cheers! everone :)