Want to hear two rocket-scientist programmers discuss high-frequency trading? If so, then check out techzing podcast #185 where Jason Roberts interviews James Thomas of Headlands Technologies.
There are a few brief mentions of arcane topics such as functional programming and the “R” language, but the discussion is accessible to civilians. Too bad Thomas is under non-disclosure and couldn’t tell what he knows about MF Global.
The podcast is 80 minutes long, but you can download it onto your iPod via iTunes. Just search for techzing in the iTunes store.
And finally, I have a few things to say about algorithmic trading in my book: The General Theory of Day-Trading.