"Patrick you're talking your book about HFT." n.b. Our book on trading as deep as Blizzard's book on dragons. We really just like fun APIs.
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Replying to @patio11
Part of the thesis statement for Stockfighter is that generalist engineers can learn enough about market microstructure to reason in ~2 hrs.
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Replying to @patio11
I think that any engineer who actually figures out that an order book shares more in common with a hash table than with The Devil will
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Replying to @patio11
fairly quickly come to the conclusion that most criticisms of HFT are as technically bankrupt as CSI's hacking scenes.
4 replies 2 retweets 9 likes -
Replying to @fawceisfawce
@fawceisfawce@patio11 My hope is the next levels will be multi-venue. Once you actually program for that, its not controversial either.1 reply 0 retweets 2 likes
Replying to @kasey_junk
@kasey_junk @fawceisfawce Chapter 2 or 3.
5:39 AM - 27 Jan 2016
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