In general, books are a much better source of information than papers or blog posts when it comes to trading. I haven't read the one you posted, but a few I can

In general, books are a much better source of information than papers or blog posts when it comes to trading. I haven't read the one you posted, but a few I can recommend: [0] is okay. I disagree with a lot in there, but it's pretty well written and one of the better books on the subject. [1] Is very old, but it's one of my favorites. It's very mathematical. The ideas still apply today. [2] Is a good introduction overview [0] https://www.amazon.com/Advances-Financial-Machine-Learning-Marcos-ebook/dp/B079KLDW21/ https://www.amazon.com/Advances-Financial-Machine-Learning-M... [1] https://www.amazon.com/Introduction-High-Frequency-Finance-Ramazan-Gen%C3%A7ay-ebook/dp/B008U1LLWC https://www.amazon.com/Introduction-High-Frequency-Finance-R... [2] https://www.amazon.com/Trading-Exchanges-Microstructure-Practitioners-Association-ebook/dp/B003ZSHIPE/ https://www.amazon.com/Trading-Exchanges-Microstructure-Prac...