Flash Boys, Michael Lewis

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After reading Liar’s Poker, I was in NYC bookstore and I couldn’t resist to buy this book.

I’m not an expert on the field, even I do not consider myself an amateur, just a surprised citizen that was around.

I knew what was HFT, the importance of latency, that the market volume was high for HFTs…

But concepts as dark pools, running-front,…. have been a great discovery for me. And anecdotes about real things that have happened to the different flash boys, is some of my prefer parts of the book.

Flash_Boys

1 thought on “Flash Boys, Michael Lewis”

  1. From the book Quantitative Trading, by Ernie Change:

    I trade through Goldman Sachs’s REDIPlus trading
    platform, whose Sigma X execution engine routes orders to both its
    internal crossing network as well as to external liquidity providers.
    I have found that it often improves my execution price by more than
    a few cents per share over execution on Interactive Brokers: more
    than enough to offset its higher commissions.

    http://joapen.com/blog/2017/09/20/quantitative-trading-ernie-chang/

    Reply

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