Irene Aldridge will be giving a couple day workshop on HFT models, tools, etc.  It’s targeted for Quant Desk Traders, Research Analysts, and PhD students in Finance, Economics, and of course… Math and Physics. 

I am most curious about the content on the “reading ticker tape with the machines / what information is accessible from HFT ticker-tape reading.”  Personally, being trained by someone who traded only from Time and Sales data alone for years, I have a lot of personal intuition about the space.  It would be interesting to hear where my intuitions line up with common industry understandings.

I can save you time if you are curious about cutting edge technologies… build vs. buy.  Of course, buy if you can… and have nothing… and start with Streambase if you can afford it.  For those of you who are interested, more information can be found out here.

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