Resources
| In Defense of the High Frequency Trading Community |
| Aite Group - May 2009 |
| Arbitrage Strategies Make Hay in Down Market |
| Traders Magazine - April 2009 |
| Algorithmic Trading |
| Terrence Hendershott - December 2008 |
| Pairs Trading: A Cointegration Approach |
| Arlen David Schmidt - November 2008 |
| A buy-side handbook - Algorithmic trading |
| The Trade - August 2008 |
| Life-Cycle Pairs Trading |
| Jack Chua - May 2008 |
| Assessing The Impact Of Algorithmic Trading |
| Gsell, Markus, Johann - March 2008 |
| A Framework for Pairs Trading |
| Stefan Rampertshammer - November 2007 |
| The Expanded Implementation Shortfall: Understanding Transaction Cost Components |
| Robert Kissell - May 2006 |
| Implementation Shortfall - One Objective, Many Algorithms |
| Hitesh Mittal - 2005 |