I was asked about this in private, so might as well share it here too: https://www.cfainstitute.org/en/res...ts-what-investment-professionals-need-to-know
3. Implications of the Zero-Sum Game .................................................. 22 3.1. How Uninformed Traders Lose to Informed Traders ............. 23 ... 6.2. The HFT Arms Race ............................................................... 60 Is Electronic Trading Fair? ..................................................... 61 ... 6.8. Addressing Parasitic Trading Concerns Judging by the chapters it seems very decent book covering alot of interesting and important aspects, interesting read about greed.
Both the original and this PDF as a supplemental update (or stand-alone read) are highly recommended.
I think you mean MICROstructure. When HFT was the buzz over a decade ago, trading microstructure was all the daytraders on ET could talk about. This book was a best seller from that era and should give you a grounding. And if you are inclined to trade on this knowledge manually using appropriate chart visualizations, look up "Market Profile" which is very attuned to these things.
If someone has 3k to buy this report GLOBAL ALGORITHMIC TRADING MARKET GROWTH (STATUS AND OUTLOOK) 2019-2024 Please feel free to share it.
Thanks very much for all the replies! There are some fantastic resources here. However, they are very advanced. What I was hoping to find was a decent TA book on trading higher lows, higher highs, retests if the previous structures, wick rejections, significant levels, support and resistance, retesting significant levels. And trading these fundamental structures. I wanted to find a book that went into a good level of depth on these topics. Has anyone come across a book which covers these features in depth? Thanks again.
But i would not hope to get working TA knowledge from books,because if something gets popular in zero sum game it simply wont work anymore.