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Re:Deconstructing Kitty by DeanWormer on Tuesday May 22, 2018 @10:44AM (#17126218)
For those that don't know, this is Josh Levine's blog. He started Island ECN and is prominently featured in Scott Patterson's Dark Pools https://www.amazon.com/Dark-Pools-Machine-Traders-Rigging/dp....

You can see the old homepage here http://josh.com/oldindex.htm

Some of his code (through acquisitions) lives on at the Nasdaq exchange. He's a fascinating person in the history of electronic markets.

Re:Deconstructing Kitty by RubberShoes on Tuesday May 22, 2018 @04:13PM (#17129014)
One of my favorite books. Highly recommend
Re:Deconstructing Kitty by westoncb on Tuesday May 22, 2018 @11:53PM (#17131368)
Anyone one else want to weigh in on that? Sounds intriguing, but Amazon reviews suggest it's ruined by technical inaccuracy.