4 ms·
Two books that I might recommend for others that are interested are: Trading and Exchanges: Market Microstructure for Practitioners (cost of this on Amazon see
by wj 6y ago
Two books that I might recommend for others that are interested are:
Trading and Exchanges: Market Microstructure for Practitioners (cost of this on Amazon seems to have more than doubled since I bought it 11 years ago)
Algorithmic Trading and DMA: An introduction to direct access trading strategies