There are several books which speak about HFT at a high level. If you are curious about the actual mechanics of stock exchanges and (a bit about) how various pa

There are several books which speak about HFT at a high level. If you are curious about the actual mechanics of stock exchanges and (a bit about) how various parties make their money, I wrote a bit about it at http://falconair.github.io/2015/01/05/financial-exchange.html http://falconair.github.io/2015/01/05/financial-exchange.htm...