Full length video of all four episodes can be found at PBS FRONTLINE
We sure live in interesting times..
In this TED talk, Yan Ohayon demystifies and shares his experience with algorithmic trading and its impact on markets, our lives, and everything in between.
Kevin Slavin’s TED talk on high-frequency trading. He shows how these complex computer programs determine: espionage tactics, stock prices, movie scripts, and architecture. And he warns that we are writing code we can’t understand, with implications we can’t control.
This has absolutely nothing to do with algorithmic trading, but the coolness factor was so over the top that I couldn’t help myself. When these things become self-aware, we’re all screwed…
An interesting algo development tool (Algo Design Lab) that uses a CAD metaphor to allow users to design algo trading “circuits” by dragging and dropping logic blocks onto a canvas and “wiring” them together. Now why didn’t I think of that?
A 60 Minutes piece on HFT. Note the uber-smooth equity curve at 5:53 – The law of large numbers at work.
In order to avoid these kind of exchanges at parties, I’ve learned to just say “I invest” (when asked about my occupation).
Here’s an interesting video of a commercial algo trading platform (AlphaEdge) trading the SPY ETF live intraday. It apparently aggregates the signals from multiple strategies and generates buy/sell orders in real time.