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I liked Trading and Exchanges by Larry Harris

• haileris 7y ago
  Seconding this. It's a fantastic book, a little outdated but easy to fill in the gaps. I think the best route is to read this, skip all of the books marketed to retail traders. Read the things the professionals read like the CFA study materials. Mark Meldrum also has a comprehensive coverage of the CFA body of knowledge on YouTube.
• FabHK 7y ago
  That book is about securities trading and market microstructure; it has very little to do with what OP asked for.