I'm happy to see this pop up on HN since HFT is something I've been looking into lately. If you're interested to dig deeper into HFT and algorithmic trading, '

I'm happy to see this pop up on HN since HFT is something I've been looking into lately. If you're interested to dig deeper into HFT and algorithmic trading, 'Inside the Black Box' will be a good read. Link: www.amazon.com/Inside-Black-Box-Quantitative-Frequency/dp/1118362411 If you want to take your reading further, there are some great recommendations on the review section. And just to get an insider look into quant traders and the effect HFT can have on the market, I also recommend these two short documentaries made by the dutch national TV: 1. Quants: The Alchemists of Wall Street https://www.youtube.com/watch?v=ed2FWNWwE3I https://www.youtube.com/watch?v=ed2FWNWwE3I 2. Money & Speed: Inside the Black Box https://www.youtube.com/watch?v=aq1Ln1UCoEU https://www.youtube.com/watch?v=aq1Ln1UCoEU