[cabacon]

I don't know, even the non-HFT side of computers in trading is interesting. I looked at http://raudys.com/kursas/2002%20Trading%20and%20exchanges.pd... the other day, which is a set of chapter-excerpts from "Trading and Exchanges". It was a great read in a "Here's how the sausage is made" kind of way. It offered a very pragmatic overview of how and why things are the way they are; it certainly enticed me into getting the full book.

[seewhat]

A piece of trivia: "Bernard L. Madoff Investment Securities" is listed as a well-known example of a sell-side dealer (the publishing date is 2002). Understandably, some other firms no longer operate under their listed names.