Market making and high-frequency trading
Providing liquidity for a spread, now industrialized; the literature pairs microstructure theory with reporting on the arms race for speed.
9 books · 2 people behind it
Start here
- Flash BoysMichael Lewis, 2014
- Dark PoolsScott Patterson, 2012
- Inside the Black BoxRishi K. Narang, 2009
- Trading and ExchangesLarry Harris, 2002
The people behind it 2
Each person holds a book in this entry or names it in their own tags.
Journalists 2
Books 9
Larry Harris · 2002 · The standard text on market microstructure and how orders get filled.
T1 Flash Boys
Michael Lewis · 2014 · The IEX story and the public argument about latency arbitrage.
Maureen O'Hara · 1995 · The academic foundation for inventory and information models of spreads.
T2 Dark Pools
Scott Patterson · 2012 · How electronic trading and off-exchange venues took over.
Rishi K. Narang · 2009 · Plain-language description of what quant trading systems do.
Barry Johnson · 2010 · Execution algorithms and direct market access, from the desk.
Christopher Steiner · 2012 · Popular account of algorithms taking over trading and other trades.
Haim Bodek · 2013 · Collected writings by the whistleblower on order-type abuse.