Excellent coverage on the electronic trading industry
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Very unbiased and concisely written book that covers a vast selection of very relevant topics in electronic trading. Excellent summaries and use of examples. Imperative reading for anyone who works in this field.
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highly recommended
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I've been following developments in algorithmic trading for many years now and consider myself an insider in the area. I find this book the first and only which describes some of the industry's key conspects such as value VWAP (Volume-Weighted Average Price) and TWAP (Time-Weighted Average Price), Implementation shortfall, direct market access (DMA), to mention only a few.
Highly recommended for anyone who wants to get a first feel in this exciting new field.
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United States | 
United Kingdom | 
Canada