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Hello everyone- Does anyone here have any suggestions to books on a primer for algorithmic trading? I am taking very specific introduction, ie starting from day one of its history. Thanks.

another question Andy- Thanks for your reply. After searching the site and reading your post on automated trading stuff, it seems like this is your specialty. I have further questions that pertain to choosing the correct school. From your own experience, did you walk into grad school...

Hello everyone- I am a first time poster and am seeking some advice regarding grad school. I am a programmer at heart and am working currently as an independent programmer(not in the financial industry) while finishing a BS in Comp Sci. I would really like to get into either algo trading...