Update README.md

copying JuliaFinance/Roadmap#17 for posterity

README.md

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 # notes
 
 HFT & Algo trading Notes & Discussions
+
+----
+Copying: https://github.com/JuliaFinance/Roadmap/issues/17
+
+Some years ago a contest called QuantCup was about implementing limit order book LOB matching engine (supporting limit and market orders).
+
+Implementing this in Julia could be a very interesting project.
+
+Here is some information for those who have an interest for such a project
+
+https://en.wikipedia.org/wiki/Order_book_(trading)
+https://en.wikipedia.org/wiki/Order_matching_system
+
+https://money.stackexchange.com/questions/15156/how-do-exchanges-match-limit-orders/15161#15161
+
+https://alexabosi.wordpress.com/2014/08/28/limit-order-book-implementation-for-low-latency-trading-in-c/
+
+https://github.com/DrAshBooth/JavaLOB/tree/master/src/lob
+
+https://www.elitetrader.com/et/threads/how-fast-is-your-limit-order-book-implementation.255567/
+
+https://github.com/rhodey/limit-order-book
+
+http://falconair.github.io/2015/01/05/financial-exchange.html Simulating a financial exchange in Scala (very good tuto)
+
+Liquibook
+https://objectcomputing.com/products/liquibook/
+https://github.com/objectcomputing/liquibook
+
+https://lobsterdata.com/LobsterReport.pdf
+
+https://github.com/buttercoin/engine/blob/master/core/src/main/scala/TradeEngine.scala
+https://github.com/buttercoin/engine/blob/master/core/src/main/scala/datastore/book.scala
+
+Quantcup
+http://web.archive.org/web/20110310171841/http://www.quantcup.org/home/spec
+https://github.com/ajtulloch/quantcup-orderbook
+https://github.com/rdingwall/go-quantcup
+https://github.com/jordanbaucke/Limit-Order-Book
+https://github.com/search?utf8=%E2%9C%93&q=quantcup&type=
+https://www.google.fr/search?q=quantcup
+https://github.com/sprw121/matching_engine
+http://web.archive.org/web/20110312023826/http://www.quantcup.org/home/howtohft_howtobuildafastlimitorderbook
+
+https://web.archive.org/web/20110314042933/http://howtohft.wordpress.com/
+
+Orderbook simulation
+https://quantivity.wordpress.com/2010/01/12/limit-book-simulation/
+
+http://fixagora.sourceforge.net/
+http://sourceforge.net/projects/fixagora/
+
+Kind regards
+
+PS : A basic implementation https://www.youtube.com/watch?v=7X37kr0IRTU
+Order matching (allocation) algorithms
+
+    FIFO / time priority
+    Pro Rata
+
+Github topic
+https://github.com/topics/limit-order-book