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What would you recommend as introductory reading to a person interested in market microstructure and market making? (Background in finance and programming)
by broolstoryco 12y ago
What would you recommend as introductory reading to a person interested in market microstructure and market making? (Background in finance and programming)
- drpancake 12y agoRather heavy reading, but this is probably what you're looking for: http://www.amazon.com/Trading-Exchanges-Market-Microstructure-Practitioners/dp/0195144708 http://www.amazon.com/Trading-Exchanges-Market-Microstructur...
- tptacek 12y agoThis is a great book. I wouldn't say it's "heavy reading"; it's like the "TCP/IP Illustrated" of money.