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

Although the book is more than 10yrs old, it still provides a great overview of the systems and algorithms used in the industry today. Highly recommend for anyone interested in electronic equities trading.

It's really annoying to read all those references embedded in the text. The author looks like a student who gets a point for each reference in this dissertation. Otherwise the content is good.

Brill HFT Book - a must read if you want to know about trading

great

Good all round introduction

Author tries to cover lots of area, starting from the birth of electronic trading to the latest applications of AI in trading. I think this attempt to cover vast area of knowledge made this book difficult to read and also editorial team I think have done a poor job by repeating the same topics throughout the book. Author being a technologist I was expecting bit more meaty treatment of trading algorithms (for e.g with pseudo code of VWAP , POV etc) but none was provided. No good background or intuition was given to help to understand various mathematical equations in many chapters. Overall it may serve as a good book for someone starting in this field but for any serious enthusiast lack enough technical depth or the rigor you expect from a 550+ page technical book.

after 220 pages this book rocks!well written, eve if in some part a big long, but very helpful. A good overview of markets, algo trading and micro strategies. good references to start if you want to go beyond the book. a must have for everybody working in algo trading. this is the first review i want to write after more than 30 books bought. I want to write this one because this is worth reading. and there is a good project related to the book for mieloma. next year I'll make a donation from the trading account.The content is aligned to the title. good work.money weel spent.buy it and do not think about it twice.see you on the order book...

A decent overview of execution algos, but overall very verbose. For deeper technical books check Alvaro Cartea's or Oliver Gueant's book.