Algorithmic Trading: An Explainer

Literature & Research

• Research Paper - High Frequency Trading and Mini Flash Crashes
• Research Paper - Algorithmic trading, the Flash Crash, and coordinated circuit breakers
• SEC Report on FINDINGS REGARDING THE MARKET EVENTS OF MAY 6, 2010


• Anton Golub, Flov Technologies
• Ciamac C. Moallemi, Columbia Business School
• Marco Avellaneda, NYU & Finance Concepts

Other coverage

• Investopedia - Basic Trading Concepts and Examples ; MACD
• Wikipedia - List of stock market crashes and bear markets
• Wired - Algorithms Take Control of Wall Street
• QuantInsti - History of Algorithmic Trading, HFT and News Based Trading
• Nanex - Flash Crash Summary Report