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by seanwessmith 4235 days ago
The book Flash Boys provides a solid understanding of how HFT got started. http://www.amazon.com/Flash-Boys-Michael-Lewis/dp/0393244660
1 comments

No it doesn't. Everyone I know with HFT industry experience that has read it (including myself) has panned it. It is possibly the worst thing you can read if you are interested in how HFT works. "Dark Pools" has it's own faults but for narrative non-fiction it is the only game in town.