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by DeanWormer 2955 days ago
For those that don't know, this is Josh Levine's blog. He started Island ECN and is prominently featured in Scott Patterson's Dark Pools https://www.amazon.com/Dark-Pools-Machine-Traders-Rigging/dp....

You can see the old homepage here http://josh.com/oldindex.htm

Some of his code (through acquisitions) lives on at the Nasdaq exchange. He's a fascinating person in the history of electronic markets.

1 comments

One of my favorite books. Highly recommend
Anyone one else want to weigh in on that? Sounds intriguing, but Amazon reviews suggest it's ruined by technical inaccuracy.