I have not read "Flash Boys: Not So Fast", so I can't comment on it. I do however recommend completely skipping Flash Boys - it provides almost no new informati

I have not read "Flash Boys: Not So Fast", so I can't comment on it. I do however recommend completely skipping Flash Boys - it provides almost no new information and a lot of FUD. If you want an introduction to HFT, I'll shamelessly plug my blog posts which describe the basic mechanics of it: https://www.chrisstucchio.com/blog/2012/hft_apology.html https://www.chrisstucchio.com/blog/2012/hft_apology.html https://www.chrisstucchio.com/blog/2012/hft_apology2.html https://www.chrisstucchio.com/blog/2012/hft_apology2.html https://www.chrisstucchio.com/blog/2012/hft_whats_broken.html https://www.chrisstucchio.com/blog/2012/hft_whats_broken.htm... I also wrote a few posts later on about controversial HFT topics: https://www.chrisstucchio.com/blog/2012/flash_crash_flash_in_the_pan.html https://www.chrisstucchio.com/blog/2012/flash_crash_flash_in... https://www.chrisstucchio.com/blog/2014/fervent_defense_of_fronrunning_hfts.html https://www.chrisstucchio.com/blog/2014/fervent_defense_of_f... https://www.chrisstucchio.com/blog/2014/quote_stuffing_is_a_software_bug.html https://www.chrisstucchio.com/blog/2014/quote_stuffing_is_a_... My posts probably read more like a "how to program python" tutorial than a compelling Michael Lewis narrative, however. The book Trading and Exchanges ( http://amzn.to/2f0qtJb http://amzn.to/2f0qtJb ) goes into a lot more detail than my blog, but it costs about $50-$90.