13 ms·
Check out Larry Harris' Trading and Exchanges: Market Microstructure for Practitioners. Might be somewhat dated by now, but I bet still very relevant.
by romanhn 5y ago
Check out Larry Harris' Trading and Exchanges: Market Microstructure for Practitioners. Might be somewhat dated by now, but I bet still very relevant.
- ampdepolymerase 5y agoNot sure why this was downvoted. Market and Exchanges is slightly outdated but it is the gold standard.