Re:Nanex Gets $700k Whistleblower Award from SEC
by easytiger on Thursday March 03, 2016 @09:31AM
(#11216989)
This is OK as a book, I read much of it many years ago:
The Complete Guide to Capital Markets for Quantitative Professionals (McGraw-Hill Library of Investment & Finance) Hardcover – 1 Dec 2006
by Alex Kuznetsov
A book on trading is prob more useful. There are many public specs of exchanges. For example:
The Complete Guide to Capital Markets for Quantitative Professionals (McGraw-Hill Library of Investment & Finance) Hardcover – 1 Dec 2006 by Alex Kuznetsov
A book on trading is prob more useful. There are many public specs of exchanges. For example:
http://www.cmegroup.com/confluence/display/EPICSANDBOX/MDP+3...
The main thing to learn is orderbook building mechanics