Quant Hft


The Problem of HFT: Collected Writings on High Frequency Trading & Stock Market Structure Reform
Algorithmic and High-Frequency Trading (Mathematics, Finance and Risk)
Dark Pools: The Rise of the Machine Traders and the Rigging of the U.S. Stock Market
All About High-Frequency Trading
High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems
Market Liquidity: Theory, Evidence, and Policy
The Econometrics of Financial Markets
Trading and Electronic Markets: What Investment Professionals Need to Know
Econophysics of Order-driven Markets (New Economic Windows)
Markets and Market Logic
Steidlmayer on Markets: Trading with Market Profile
151 Trading Strategies
Financial Markets and Trading: An Introduction to Market Microstructure and Trading Strategies (Wiley Finance Book 637)
MARKET MICROSTRUCTURE IN PRACTICE
The Microstructure of Financial Markets