I will be teaching Foundations of Trading during the summer quarter of 2011 at UW.  This course is part of the Professional M.S. Degree in Computational Finance and Risk Management.

http://www.amath.washington.edu/studies/computational-finance/academics/courses/#551

The course uses the following two texts.

Algorithmic Trading & DMA: An introduction to direct access trading strategies


Trading Systems: A New Approach to System Optimization and Portfolio Construction