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92eandsa9a
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by
92eandsa9a
5y ago
"Trading and Exchanges: Market Microstructure for Practitioners" is a good introductory book that covers how markets work on a high level. It doesn't teach you how to build profitable systems. That you won't find anywher
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by
92eandsa9a
5y ago
Working in the field (HFT market maker) and agree with this assessment. The book is pretty useless in practice - it's basically a vehicle of self promotion for his academic career.