Reading paths
Short ordered lists, each from the basics to the frontier. Mark papers as read to track your progress.
Start here: how markets actually work
6 papers · Beginner → Intermediate
Market making, from dealers to HFT
7 papers · Beginner → Advanced
Short-term alpha from the order book
7 papers · Beginner → Advanced
Modelling and simulating the order book
7 papers · Beginner → Advanced
Execution and price impact
8 papers · Beginner → Advanced
Deep learning on the order book (with a reality check)
6 papers · Intermediate → Advanced
Statistical arbitrage
8 papers · Beginner → Advanced
HFT, speed and market design
8 papers · Beginner → Intermediate
Options and volatility for index-options traders
9 papers · Beginner → Advanced
Don't fool yourself: backtesting hygiene
7 papers · Beginner → Advanced
Low-frequency factors and momentum
7 papers · Beginner → Intermediate
The Indian market: who trades, who loses, who leads
7 papers · Beginner → Intermediate