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Re:Statement of SEC Regarding Recent Market Volatility by wj on Friday January 29, 2021 @11:32AM (#25959092)
Two books that I might recommend for others that are interested are:

Trading and Exchanges: Market Microstructure for Practitioners (cost of this on Amazon seems to have more than doubled since I bought it 11 years ago)

Algorithmic Trading and DMA: An introduction to direct access trading strategies

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