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by JumpCrisscross
1961 days ago
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> Do you have any links that further elaborate or perhaps suggestions for papers/books in algo trading? One of the things I'm realizing from all this is there aren't many good, succinct sources on market microstructure. It's complicated. But it's not that complicated. (It's just usually boring.) The best I can recommend is how I learned it. Start with a respected paper [1]. Trace through the references until you find something you understand. Then work your way forward. [1] https://www.smallake.kr/wp-content/uploads/2016/03/optliq.pd... |
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