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Comment by traderthrow454

If you want to read useful academic papers about trading there is one author in particular who is actually not bad - Zura Kakushadze. Most of his stuff is applicable to mid-frequency trading, not HFT. He worked at WorldQuant (reputable trading firm) and the founder of WQ, Igor Tulchinsky, is a coauthor on one of his papers.

Example of a pretty interesting and accessible one - is "101 Formulaic Alphas" [0].

[0] - https://arxiv.org/pdf/1601.00991.pdf

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