A good resource I have been reading is from a former HFT firm founder, Christina Qi Here you go: Part 1: https://twitter.com/christinaqi/status/16702218865870

A good resource I have been reading is from a former HFT firm founder, Christina Qi Here you go: Part 1: https://twitter.com/christinaqi/status/1670221886587047941 https://twitter.com/christinaqi/status/1670221886587047941 Part 2: https://twitter.com/christinaqi/status/1670910949921005568 https://twitter.com/christinaqi/status/1670910949921005568 Part 3: https://twitter.com/christinaqi/status/1673621133885849600 https://twitter.com/christinaqi/status/1673621133885849600 Part 4: https://twitter.com/christinaqi/status/1676135720417910784 https://twitter.com/christinaqi/status/1676135720417910784 Part 5: https://twitter.com/christinaqi/status/1677359287172231168 https://twitter.com/christinaqi/status/1677359287172231168