For anyone interested in more information, I׳d recommend reading the comments in these two threads [0,1] from Marginal Revolution blog. Two HFT traders wrote th

For anyone interested in more information, I׳d recommend reading the comments in these two threads [0,1] from Marginal Revolution blog. Two HFT traders wrote thoroughly about HFT. I׳ve never read such an interesting and broad online discussion about HFT. I actually spent most of yesterday׳s afternoon reading these threads. [0] http://marginalrevolution.com/marginalrevolution/2014/04/matt-levine-on-michael-lewis-and-hft.html http://marginalrevolution.com/marginalrevolution/2014/04/mat... [1] http://marginalrevolution.com/marginalrevolution/2014/03/new-michael-lewis-book-on-finance-and-high-frequency-trading.html#comments http://marginalrevolution.com/marginalrevolution/2014/03/new...