There is a new book out about how current day traders are beating HFT. It is titled âTraders of the New Era: Interviews with a Select Group of Day and Swing Traders Who are Still Beating the Markets in the Era of High Frequency Trading and Flash Crashesâ http://www.amazon.com/Traders-New-Era-Interviews-Frequency/dp/8591671309/ref=tmm_pap_title_0 It is very appropriate with all the talk about how HFT is ruining trading. I just got done reading it and found it very informative. All the traders interviewed are long time traders that have adapted to the new world of HFT. For me, the highlight is Eric Scott Hunsader who discusses how the new HFT structure affects everyday traders. I have already made a few changes in my trading based on it. It is a quick read and similar to Market Wizards, except the author interviews veteran day traders, not hedge fund manager. My only complaint is that it could have been edited a little better.