3 ms·
Rather heavy reading, but this is probably what you're looking for: http://www.amazon.com/Trading-Exchanges-Market-Microstructure-Practitioners/dp/0195144708 ht
by drpancake 12y ago
Rather 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.