I have successfully passed my first year of doctorate in business administration (DBA), so three more years to go. Looking backward, the experience has been rewarding, demanding, mentally stimulating but not absent of fears and existentialist crisis. My naive and candid view of algorithmic trading has grown tremendously, now I am aware of the academic research techniques that help me to understand the existing literature; I have defined and exercised the foundation of algorithmic trading, academically and practically; and I have started my first formal literature reviewing of my research interest. Curious about algorithmic trading?