Dark Pools: The Rise of the Machine Traders and the Rigging of the U.S. Stock Market
The Problem of HFT - Collected Writings on High Frequency Trading & Stock Market Structure Reform
High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems
Inside the Black Box: A Simple Guide to Quantitative and High Frequency Trading
Broken Markets: How High Frequency Trading and Predatory Practices on Wall Street Are Destroying Investor Confidence and Your Portfolio
Algorithmic Trading: Winning Strategies and Their Rationale