I really enjoyed Dark Pools. The asm + FoxPro source code for the Island ECN matcher described in the book has been released on the net and that amused me grea

I really enjoyed Dark Pools. The asm + FoxPro source code for the Island ECN matcher described in the book has been released on the net and that amused me greatly when I was working on an order matching engine a few years ago. I love exchange technology, it is the beating heart of capitalism and I enjoyed working as a plumber in the machine. Josh Levine is an inspiring idealist.