Thanks buddy! Got back yesterday but hadn't posted yet, the jet lag is making my brain fuzzy. Over the trip I finished Redemption Ark by Alastair Reynolds. Now I'm mostly through Flash Boys by Michael Lewis. It's a fascinating look at what electronic trading is doing to the stock market. It's not a dry lecture though, he tells the story like a heist movie. His writing style is very simple - good guys vs bad, so I need to do a bit of research to see how accurate the book is. If it is true, the implications are kinda staggering.
Flash Boys is accurate in the important details. Do your own research and you'll learn that a) HFT is one of the most interesting topics in the news today and b) a lot of pro-Wall Streeters love to straight-up lie about it, or maintain that HFT is the solution to a problem that doesn't exist. Good book. One of the very few readable books about the modern opaque financial world, but I can recommend a couple more if you want to hate the subject.
You're a techie yourself, right? Lurk around Nuclear Phynance, it's where people working on trading algorithms hang.
http://www.amazon.com/gp/product/0307887189?Version=1&entries=0 -- quite good, more specifically about hft/electronic trading http://www.amazon.com/Demon-Our-Own-Design-Innovation/dp/0470393750/ref=sr_1_1?s=books&ie=UTF8&qid=1443489307&sr=1-1&keywords=demonofourowndesign -- interesting history that i found all but unreadable and then there's the rest of lewis' output, which is pretty much essentially reading. especially the big short