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Mostly, insight into the technical underpinnings. I had absolutely no concept of the existence of this world before that talk. In terms of take-home value, not
by kylemaxwell 14y ago
Mostly, insight into the technical underpinnings. I had absolutely no concept of the existence of this world before that talk. In terms of take-home value, not much more than I got from your talk at BH last year, though largely because of the fire-hose effect there. :)
- tptacek 14y agoIf you're looking for good talks on the security or technical implications of trading markets, look for microstructure details. Any talk that has a diagram of "orders" going to a "trading engine" is addressing itself at a higher level than you're interested in. Just the order entry side of a real firm OMS is too complicated to get one bubble in a diagram. Again: strongly recommend _Trading & Exchanges_ by Harris. The TCP/IP Illustrated of markets. Supremely readable.
- RickHull 14y agoFunny, I just bought this on Kindle a week ago. While not exactly a page turner, it is indeed supremely readable. I'm about halfway through and remain fascinated.