Trading and Exchanges: Market Microstructure for Practitioners

Discussion in 'Chit Chat' started by entropytrading, Mar 17, 2017.

  1. Any more up-to-date materials similar to Trading and Exchanges: Market Microstructure for Practitioners, that nicely summarizes existing venues, market structures, and liquidity fees?



    I see Algo Trading & DMA as closest, but I want a nice summary of market structures and some theoretical implications rather than an order execution discussion
     
    Last edited: Mar 17, 2017
  2. Robert Morse

    Robert Morse Sponsor

    Equities, options or futures?