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I have recently started to look up algorithmic trading but I am finding it hard to find references related to this field.I am math major with a sound knowledge in Statistics, various programming paradigms, Graph Algorithms and a bit of randomized algorithms. The references may be in form of books,online resources anything which is accessible. It would be great if these references could be broken down into those related to High frequency trading and Low frequency trading.

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closed as too broad by not.so.quanty, Joshua Ulrich, olaker Mar 30 '14 at 23:49

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