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0 pointsInconel9y ago0 comments

I was planning on reading Flash Boys at some point but if this is your overall description of the book my enthusiasm has been tempered.

Have you read, and if so, would you recommend I read Flash Boys: Not So Fast by Peter Kovac for a more balanced/informed perspective on the subject? Should I read both? Keep in mind my knowledge of HFT is extremely limited.

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yummyfajitas9y ago

I have not read "Flash Boys: Not So Fast", so I can't comment on it. I do however recommend completely skipping Flash Boys - it provides almost no new information and a lot of FUD.

If you want an introduction to HFT, I'll shamelessly plug my blog posts which describe the basic mechanics of it:

https://www.chrisstucchio.com/blog/2012/hft_apology.html https://www.chrisstucchio.com/blog/2012/hft_apology2.html https://www.chrisstucchio.com/blog/2012/hft_whats_broken.htm...

I also wrote a few posts later on about controversial HFT topics: https://www.chrisstucchio.com/blog/2012/flash_crash_flash_in... https://www.chrisstucchio.com/blog/2014/fervent_defense_of_f... https://www.chrisstucchio.com/blog/2014/quote_stuffing_is_a_...

My posts probably read more like a "how to program python" tutorial than a compelling Michael Lewis narrative, however.

The book Trading and Exchanges ( http://amzn.to/2f0qtJb ) goes into a lot more detail than my blog, but it costs about $50-$90.

InconelOP9y ago

I appreciate your response. I'm familiar with your blog but I haven't set a time aside to review your posts on HFT. I will certainly do so now. Thanks for linking me the relevant posts.

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