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I can read (and have read) Volumes 1, 2, and 3 of The Art of Computer Programming and thereby acquire a considerable amount of "base domain knowledge" in that a

I can read (and have read) Volumes 1, 2, and 3 of The Art of Computer Programming and thereby acquire a considerable amount of "base domain knowledge" in that area. I'm not aware of a correspondingly simple way of acquiring base domain knowledge of the topics we are discussing here. Perhaps you can suggest some books?

easytiger 11y ago
This is OK as a book, I read much of it many years ago: The Complete Guide to Capital Markets for Quantitative Professionals (McGraw-Hill Library of Investment & Finance) Hardcover – 1 Dec 2006 by Alex Kuznetsov A book on trading is prob more useful. There are many public specs of exchanges. For example: http://www.cmegroup.com/confluence/display/EPICSANDBOX/MDP+3.0+-+Dissemination http://www.cmegroup.com/confluence/display/EPICSANDBOX/MDP+3... The main thing to learn is orderbook building mechanics