This is just my research into High Frequency Trading, Automated Trading Systems and Market Making.. ITs a very interesting industry.. Basically, all this is using mathematical formulas(Quants) Quantitive Analysis and High Speed Low Latency Networking and Servers to Crunch big data and place millions of sell and buys via automated algorithms per millisecond or even nanosecond.. Its all about ALPHA! (Quantitative statistical arbitrage /pairs trading techniques)

btw, Quants or Finical Engineers starting wage is $100K aprox + Experienced Quants get $300 aprox just to get out of bed. (why the hell didn’t my stupid high school maths teacher tell me about this stuff. I would have paid more attention in class)

High Frequency Trading Explained -

Automated Trading Systems Explained -

Market Making Explained –

And

Development Languages Used to create ATS

• Linux
• RedHat MRG
• SUSE / SLERT
• C and C++ OOP
• Bigdata
• Phython
• NetBeans IDE
• Awk
• Bash
• Fix Protocol
• QuantLib
• TA-lib
• Kdb +q
• SQL
• memcache
• hadoop
• http://code.google.com/p/algo-trader/

Infrastructure Design for ATM and HTF

• InfiniBand and 10/40GbE
• Trading Floor Architecture
• Low Latency Design
• High Speed Messaging 
• EMC Storage
• Designing HTF System
• HFT Solutions
• CorvilNet – Low Latency Management for HFT

Other Articles:

• ASX Review of HFT
• Types of Algos
• Algorithmic Trading and Information
• IBM – A financial markets renaissance
• Automated Trading in Agents-based Markets for Communication Bandwidth
• High-Frequency Trading White Paper
• Low Latency BIOS settings
• Iron Key for Internet Banking

Software Used for ATM

• Matlab
• Metatrader
• Strategy Trader  - http://www.fxcm.com/automated-forex-trading.jsp
• marketceter
• MultiCharts
• NijaTrader
• IRIX
• Bloomber
• Reutures
• InfoMix

Synthetic  Exchanges and Back Testing:

• http://championship.mql5.com/

Books and Training for ATM

• Financial Engineering - http://www.certifiedfinancialengineer.de/index.php?id=292&L=1
• UTS Quantitative Finance Research Centre - http://datasearch.uts.edu.au/business/news-events/news-detail.cfm?ItemId=20621
• http://quantivity.wordpress.com/2010/01/10/how-to-learn-algorithmic-trading/
• Propex - http://propextraining.com/?page_id=266
• http://www.quantinsti.com/
• http://www.traders4traders.com.au/
• http://www.essex.ac.uk/ccfea/prospective_students/programmedescriptions/mschff.aspx
• http://www.vantagefx.com/education/basic-forex-principals/
• http://www.avafx.com/Educational-Center/
• Advances in High Frequency Trading
• Building a Trading Application using NetBeans IDE - http://jnb.ociweb.com/jnb/jnbOct2005.html
• Intelligent Investor - http://www.amazon.com/gp/product/0060555661/ref=as_li_ss_tl?ie=UTF8&tag=thetimrea-20&linkCode=as2&camp=1789&creative=390957&creativeASIN=0060555661
• Security Analysis - http://www.amazon.com/Security-Analysis-Foreword-Buffett-Editions/dp/0071592539/ref=pd_vtp_b_1

Australian Companies doing Automated Trading:

• List of ASX Market Makers – http://www.asx.com.au/documents/products/etf_etc_market_making.pdf &  http://www.asx.com.au/products/synthetic-etfs.htm
• Susquehanna International Group of Companies (SIG) - http://www.sig.com/index.aspx
• CitiGroup Markets Australia - http://www.citi.com.au/citigroup/corporate/globalmarkets/overview.html
• IMC Pacific - http://imc.nl/Financial-markets/Offices/Sydney/
• Deutsche Securities Australia - http://deutschebank.com.au/australia/
• Optiver – http://www.optiver.com/sydney/
• Tibra - http://www.tibra.com/

Trading Markets

• CFD
• Forex (24/ zero brokerage)

FX/FOREX Brokers

(Currency trading is the way to go as its a 24/5 week exchange with zero brokerage fee. But need to watchout for spreads and commission)

Global

• http://www.forexbrokerz.com/brokers/dukascopy
• http://www.fxcm.com/automated-forex-trading.jsp

Sydney

US Companies doing HFT :

• http://www.cnbc.com/id/39038892/Man_Vs_Machine_Seven_Major_Players_in_High_Frequency_Trading
• http://www.traderslog.com/proprietarytradingfirms/

Linked in Groups on Automated Trading, High Frequency Trading and Algo Trading:

• http://www.algotradinggroup.com/cgi-bin/yabb2/YaBB.pl

Free Algos and Code

• http://www.volopta.com/
• http://www.quantcode.com/
• http://www.mql5.com/en/code/35
• http://www.derivativesintelligence.com/Article/2804576/The_Hidden_Uses_of_Vanna_.html
• http://www.gomarketsaus.com/metatrader4/trading-tools/?affid=semAU

MetaTrader and Strategy Trader EAs

Terms

• scalping, swing, position, trend price-range,  trend.
• Fibonacci prices

Study Plan

1. Trachtenberg system
2. Vedic Matchs
3. artofspeedmath
4. iqproblems.com

Links and Research

• http://quantlabs.net/blog/category/quant-development/
• http://www.automatedtrader.net/video.xhtm
• http://www.youtube.com/user/TradeTechTV
• http://www.fxcm.com/automated-forex-trading.jsp
• http://www.waterstechnology.com/category/trading-technologies-and-strategies/algorithmic-trading
• http://www.amazon.com/Statistical-Arbitrage-Algorithmic-Insights-Techniques/dp/0470138440
• http://streetid.com/
• http://online.barrons.com/data?mod=BOL_hpp_tnav_market
• http://platform.netbeans.org/screenshots.html#financial
• http://www.dailyfx.com/how_to_trade_forex/learn_forex/
• http://www.robschumaker.com/AZFinText.jsp