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by traK6Dcm 2239 days ago
In general, books are a much better source of information than papers or blog posts when it comes to trading. I haven't read the one you posted, but a few I can recommend:

[0] is okay. I disagree with a lot in there, but it's pretty well written and one of the better books on the subject. [1] Is very old, but it's one of my favorites. It's very mathematical. The ideas still apply today. [2] Is a good introduction overview

[0] https://www.amazon.com/Advances-Financial-Machine-Learning-M...

[1] https://www.amazon.com/Introduction-High-Frequency-Finance-R...

[2] https://www.amazon.com/Trading-Exchanges-Microstructure-Prac...