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by koliber
207 days ago
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# Books ## *Trading and Exchanges: Market Microstructure for Practitioners by Larry Harris* - comprehensive overview written in an accessible way ## *The Microstructure of Financial Markets by Frank de Jong and Barbara Rindi* - 1st 1/4 of the book is generally useful. Then the math starts. This math is not needed to get a basic overview. These are two books I wish someone gave to me when I started my first capital markets software engineering job. I recommend them to all the people I place in financial system engineering roles. This is my passion. Message me if you want to talk more about this — see HN profile for contact info. |
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