Very interesting. As an undergraduate looking to learn more and hopefully get some knowledge so i can get that "edge" in the field when i graduate, what books do you guys recomend on trading? I know HFT is very specific and probably there isn't lots of literature on it, but something more general will do.
As I understand it, it's better to learn assembly, algorithms and parallel computing. Some firms even look for PhDs in machine learning. The finance side you can learn when you find a job.
Thanks a lot.