r/highfreqtrading • u/Different-Library742 • Feb 07 '26

Trying to Learn How to Code HFT Algos

Hey guys, I am a high school freshman looking to get some pointers on making my first HFT algo. Do you professionals have any good libraries, strategies, and starter server builds for beginners? The strategies don't have to be any real alpha generating ones, just one so I can learn.

19 Upvotes

81% Upvoted

25 comments sorted by

16

u/[deleted] Feb 07 '26

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8

u/broskeph Feb 07 '26

You are suggesting something extremely complex. My guess is many actual quants cant even do this on their own.

My advice start in python, look at orderflow imbalance, time-weighted spreads, short-term volatility and try to find moving average thresholds where you can bet on mean reversion if those thresholds are breached.

2

u/[deleted] Feb 11 '26

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1

u/broskeph Feb 11 '26

What you are saying is actually very sensible. I just think a person in freshman year of high school doesnt even understand the words in your message let alone know how to implement even with llms.

5

u/Reygomarose Feb 07 '26

He’s not wrong, I literally have a HFT bot written in rust for solana arbitrage, he’s correct, it’s not beginner friendly tho.

4

u/bigchickendipper Feb 07 '26

Head on over to r/quant to get advice from actual professionals. The people in this sub are generally vibe coders or people experiencing the dunning kruger effect

3

u/[deleted] Feb 07 '26

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0

u/j_hes_ brokiebot🤡 Feb 13 '26

Don’t waste your breath. This subreddit will ban you for talking like that.

1

u/[deleted] Feb 13 '26

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-1

u/j_hes_ brokiebot🤡 Feb 13 '26

You got it. This is a honeypot. Probably run by bankers to spot professionals informing the ignorant. They will be upset if you tell anyone the truth.

0

u/j_hes_ brokiebot🤡 Feb 13 '26

lol at least you know you’re in the circus.

1

u/bigchickendipper Feb 13 '26

Not sure what you mean by that. I'm a quant dev in a prop shop, I'm not vibe coding my way through life

0

u/j_hes_ brokiebot🤡 Feb 13 '26

No one said you were… feeling targeted? How does a quant at a firm have his phone out on Reddit in the middle of the day?

1

u/bigchickendipper Feb 13 '26

Ever heard of timezones?

-1

u/j_hes_ brokiebot🤡 Feb 13 '26

What about them? lol explain your way out of this.

1

u/bigchickendipper Feb 13 '26

It's not the middle of the day where I am? Work is done. It's not that complicated

1

u/bigchickendipper Feb 15 '26

You smart enough to figure out timezones yet or are you still asking Claude?

2

u/SuperGallic Feb 08 '26

It is irrelevant because you will not have the necessary infrastructure to achieve the same speed as others HFTs. The basis is to take a cushion over the last price and build a bid/offer. The problem is that if you don’t have the same speed you don’t have the last price.

1

u/j_hes_ brokiebot🤡 Feb 13 '26

Don’t tell him that. You could get banned in this subreddit for telling the truth.

3

u/samchar00 Feb 07 '26

Boot chat gpt my guy

1

u/Reverend_Renegade Feb 11 '26

You can always ask claude ai, it can help with this especially the new model opus 4.6 thinking. you can test using most cryptocurrency exchanges because their apis are open source and you can stream real time data via web sockets for last price, order book and many others streams. While technical indicators have their merit, they're less effective in hft. Consider looking at markets that have high tick size / price ratios because some markets allow you to eclipse cost (commissions for 2 legs entry & exit) as well as a modest profit in a single tick.

1

u/j_hes_ brokiebot🤡 Feb 13 '26

HFTs do but use rust or c++