[alchemist1e9]

I might be biased for some almost personal reasons, however I think there is one book that anyone serious about the field should just read, period.

“Trades, Quotes and Prices”

Authors:

Jean-Philippe Bouchaud, Capital Fund Management, Paris, Julius Bonart, University College London, Jonathan Donier, Capital Fund Management, Martin Gould, CFM - Imperial Institute of Quantitative Finance.

I’m a practitioner and this book is foundational.

[rramadass]

Thank You.

Just FYI for others; the full name of the book is "Trades, Quotes and Prices : Financial Markets Under the Microscope".

Looks like a very comprehensive book though somewhat advanced for me at my current level. Do you have a more beginner level book/resource recommendation to go with this where from i can get an overview and familiarize myself with the jargon?