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comment by user-inactivated
user-inactivated  ·  3427 days ago  ·  link  ·    ·  parent  ·  post: September 28th: What are you reading this week?

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.





rinx  ·  3427 days ago  ·  link  ·  

I'm a finance nerd, recommend away!

user-inactivated  ·  3427 days ago  ·  link  ·  

You're a techie yourself, right? Lurk around Nuclear Phynance, it's where people working on trading algorithms hang.

user-inactivated  ·  3427 days ago  ·  link  ·  

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