Here's some recommended reading if you want a career in high frequency trading
Trading in investment banks is foundering due to the Volcker Rule. Hedge funds are having a bad year due to bad markets. But high speed trading is expected to grow.
Even though a recently leaked MiFid II document suggests high speed trading will be regulated in future, high speed trading remains a growth market. A report from the Tabb Group predicts it will shake up the options trading market in the same way that's transformed equities trading.
If you know nothing about predatory algorithms and latency arbitrage and want to learn you can start by reading the books on this list from Tradeworx.
Leading high frequency trading companies provide extensive reading lists for their potential employees. These are the books advocated by DRW, and Allston. Digest them all and you will know everything you need to know about high frequency trading. You may even get a job.
· Option Volatility & Pricing: Advanced Trading Strategies and Techniques by Sheldon Natenberg
· Options Markets by John C. Cox and Mark Rubinstein
· Options, Futures, & Other Derivatives by John C. Hull
· The Bond Market by Christina I. Ray
· The Treasury Bond Basis: An in-Depth Analysis for Hedgers, Speculators, and Arbitrageurs by Galen Burghardt and Terry Belton
· The Eurodollar Futures and Options Handbook by Galen Burghardt
· Volatility Trading by Euan Sinclair
· The Business of Options: Time-Tested Principles and Practices by Martin O'Connell
· The Visual Display of Quantitative Information by Edward R. Tufte
· The Pragmatic Programmer by Andrew Hunt and David Thomas
· Design Patterns by Erich Gamma
· Refactoring by Martin Fowler
· Clean Code: A Handbook of Agile Software Craftsmanship by Robert C. Martin
· Pragmatic Thinking and Learning: Refactor Your Wetware (Pragmatic Programmers) by Andy Hunt
· Elements of Programming by Alexander Stepanov and Paul McJones
· The C++ Programming Language by Bjarne Stroustrup
· Effective C++ by Scott Meyers
· Programming Pearls by Jon Bentley
· Beautiful Code by Andy Oram and Greg Wilson
· Coders at Work by Peter Seibel
· Structure and Interpretation of Computer Programs by Harold Abelson, Gerald Jay Sussman and Julie Sussman
· Concepts, Techniques and Models of Computer Programming by Peter Van Roy and Seif Haridi
· The Art of Computer Programming Donald Knuth (1998)
· Code Complete Steve McConnell (2004)
· Coders at Work Peter Seibel (2009)
· The Mythical Man-MonthFrederick P. Brooks (1995)
· Refactoring Martin Fowler & Kent Beck (1999)