3 ms·
Not the person you were replying to, but I'm greatly interest in learning more regarding to market microstructure. Have any books you'd recommend?
by pyromine 10y ago
Not the person you were replying to, but I'm greatly interest in learning more regarding to market microstructure. Have any books you'd recommend?
- conistonwater 10y agoTrading and Exchanges: Market Microstructure for Practitioners. On the lighter side there is https://en.wikipedia.org/wiki/Reminiscences_of_a_Stock_Operator https://en.wikipedia.org/wiki/Reminiscences_of_a_Stock_Opera... (especially good is its discussion of bucket shops—many swindles that exist today existed back then too). Also, look through Matt Levine's blog to see if he recommends anything. There are also other suggestions here: https://news.ycombinator.com/item?id=1447438 https://news.ycombinator.com/item?id=1447438 I'd second tptacek's recommendations in that thread, including Shiller's Yale course (it's on youtube).