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he published also a now kinda old, but still great trading introduction/summary:

https://www.quantopian.com/posts/max-dama-on-automated-tradi...

The pdf link seems broken, but through Google you should easily find the pdf (maxdama.pdf)

Actually I think that document is a far better overview, it actually outlines some statistical techniques (that are still very useful AFAIK) and doesn't focus exclusively on HFT.

here it is: https://web.archive.org/web/20160515034451/http://www.decal....

Thank you. I’m having trouble downloading the pdf from that link. Tips?

google : inurl:maxdama.pdf

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