High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems (Wiley Trading) (Hardcover) http://www.amazon.com/High-Frequency-Trading-Practical-Algorithmic-Strategies/dp/0470563761 Anyone read this book? Some of the reviews are really bad. and the author sounded like an idiot on The Daily Show.
I haven't read the book, but her website is a joke... Also, the author makes a complete fool out of herself in this thread: http://www.nuclearphynance.com/Show Post.aspx?PostIDKey=138461
I've skimmed some of it. PM me and I may be able to direct you to an electronic copy. And yes, it's very bad. Not worth your money, certainly.