Literature on algorithmic trading

[bigbadwolf]

I'm aware there isn't much out there on algorithmic trading but can anyone make any suggestions? More specifically, can anyone make suggestions for relevant digital systems processing literature?

[ImranQ]

To get you started, look up Pair{s} Trading on Amazon..
Cheers,
Imran

[John]

Streambase has some white papers
http://www.streambase.com/algotrading.htm

Dr. Almgreen's webinar is quite insightful
http://www.streambase.com/webinar-adaptive-algo-trading.htm

[birdCatcher]

You might also want to have a look at this: The Algorithmic Trading Podcast (http://www.algotradingpodcast.com/)

[Bastian Gross]

This could be helpful:
Chameleon Productions (http://www.chameleonproductions.co.uk/AlgorithmicTrading.html)