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Re:A Tiny Hedge Fund Made 8,600% on a Vix Bet by nosefouratyou on Saturday February 10, 2018 @10:10AM (#16347589)
I was introduced to the book "Trading and Exchanges: Market Microstructure for Practitioners" on HN[0] and it seems like a really good book (from the bit I have skimmed so far).

[0]: https://news.ycombinator.com/item?id=3177815

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