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In particular,

http://en.wikipedia.org/wiki/Algorithmic_trading#Algorithms

has several name algorithms. I understand most HFT algorithms are proprietary but I am looking for examples of HFT strategies (even ones that don't make money anymore) just to get a sense of what it's like...

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    $\begingroup$ en.wikipedia.org/wiki/Index_arbitrage $\endgroup$
    – Brian B
    Mar 8, 2012 at 22:00
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    $\begingroup$ ssrn / jstor would be a great place to start ... $\endgroup$
    – Piroinno
    Mar 15, 2012 at 17:49
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    $\begingroup$ no one in there right mind will share a winning strategy with a stranger on a public forum, just saying $\endgroup$
    – pyCthon
    Mar 20, 2012 at 5:20
  • $\begingroup$ Google scholar is a good place to start btw ... scholar.google.com/… $\endgroup$
    – pyCthon
    Mar 20, 2012 at 5:22

1 Answer 1

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Haim Bodek worked for Goldman and UBS and then had his own trading firm. He has started Consulting on HFT strategies and has been mentioned in Dark Pools by Scott Patterson.

Some of his white papers are on: http://haimbodek.com/research.html

Check out the introduction to the '0+' strategy. As a previous answer stated, no one will give away a winning strategy.

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