4 ms·
While they are out of date and not too technical (and arguably, quite biased), the two books that I've enjoyed the most on this topic are: 1. Dark Pools, by Sc
by MrUssek 3y ago
While they are out of date and not too technical (and arguably, quite biased), the two books that I've enjoyed the most on this topic are:
1. Dark Pools, by Scott Patterson, and
2. Flash Boys, by Michael Lewis.
- rcarmo 3y agoBoth are highly recommended. The field has moved on, but they still explain the history of it in a very entertaining fashion.
- kasey_junk 3y agoFlash Boys is nonsense. Largely a placed ad for a specific exchange. You should skip it. Dark Pools is better but doesn’t particularly touch on technical approaches.