High-Frequency Trading
Course Index
38 Lessons · 3 Levels
Complete HFT roadmap — market microstructure, FIX protocol, order book design, C++ for HFT, LMAX Disruptor, ML for tick data, latency benchmarking, and 4 real HFT system builds.
38Lessons
3Levels
4Projects
FreeAccess
Level IHFT Architecture & Market MicrostructureLessons 1–13
Lesson 01
High-Frequency Trading: A Developer's Overview
Lesson 02
HFT on Global Exchanges: NYSE, NSE, LSE & SGX
Lesson 03
Market Microstructure: Order Books & Price Formation
Lesson 04
Order Types: Limit, Market, IOC, FOK & Iceberg
Lesson 05
Market Making: Strategies & Inventory Risk
Lesson 06
Statistical Arbitrage in HFT
Lesson 07
Latency: Sources, Measurement & Benchmarking
Lesson 08
Co-Location & Proximity Services
Lesson 09
Network Architecture for Low Latency
Lesson 10
Hardware: FPGAs, Kernel Bypass & RDMA
Lesson 11
HFT Regulations: Global Landscape
Lesson 12
SEBI Algo Trading: India's Unique Framework
Lesson 13
Risk Controls & Circuit Breakers
Level IIProtocols, Systems & Python ImplementationLessons 14–26
Lesson 14
FIX Protocol: The Global Trading Standard
Lesson 15
ITCH & OUCH: Exchange Binary Protocols
Lesson 16
Parsing FIX Messages in Python
Lesson 17
Building an Order Book in Python
Lesson 18
Tick Data Processing & Storage
Lesson 19
Event-Driven Architecture for Trading
Lesson 20
Lock-Free Data Structures
Lesson 21
LMAX Disruptor: High-Performance Messaging
Lesson 22
C++ Fundamentals for HFT Developers
Lesson 23
Memory Management & Cache Optimization
Lesson 24
Multithreading & Concurrency in Trading Systems
Lesson 25
Latency Profiling & Benchmarking Tools
Lesson 26
Python for HFT Strategy Prototyping
Level IIIHFT Strategies & Real ProjectsLessons 27–38
Lesson 27
Backtesting with Tick Data
Lesson 28
Execution Quality: Slippage & Fill Rates
Lesson 29
Transaction Cost Analysis (TCA)
Lesson 30
ML for HFT: Feature Engineering on Tick Data
Lesson 31
ML Models for Short-Term Price Prediction
Lesson 32
Alternative Data for HFT Signals
Lesson 33
Monitoring & Alerting HFT Systems
Lesson 34
Disaster Recovery for Trading Infrastructure
Lesson 35
Build a Simulated Order Book
Lesson 36
Build a Market-Making Strategy Prototype
Lesson 37
Build a FIX Protocol Parser
Lesson 38
Build a Tick-Level Strategy Backtester