Online lectures from a futures and options trading course at UC Davis:

A popular advanced academic textbook in algorithmic trading:


The course below, from the University of Toronto, uses it as its main guideline:

HFT and Algo Trading Course, University of Toronto

A key academic in the market micro-structure literature is Joel Hasbrouck. Looking on his website I have found access to his course materials. He also has a popular textbook on the econometrics of securities trading.


Principles of Securities Trading, NYU