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Any suggestions on what to read to get up on these details? I've started "Trading and Exchanges", "Algorithmic Trading and DMA", and "Market Microstructure in P

Any suggestions on what to read to get up on these details? I've started "Trading and Exchanges", "Algorithmic Trading and DMA", and "Market Microstructure in Practise". Does that sound like a good path?

hardikp 11y ago
For US equities, nanex research articles (http://www.nanex.net/NxResearch/ResearchPage/0/?sort_val=date http://www.nanex.net/NxResearch/ResearchPage/0/?sort_val=dat...) provide good insight into various aspects. I haven't read any of the books you've mentioned. But, "Market Microstructure in Practise" seems more relevant. By the way, the overall trading landscape has changed rapidly over the past few years and the pace of change continues to increase.
- phyalow 11y ago
  Nanex is overhyped gibberish.
  - hardikp 11y ago
    You could be right (or wrong). But, if the point is to understand the market microstructure and dynamics (rather than endorse their philosophy), in my humble opinion, these articles do a good job there.