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0 pointsrramadass1y ago0 comments

> These HN individuals are not domain educated and are spouting highly uninformed nonsense.

Yeah, this is highly frustrating particularly for people like me who don't know anything about the domain i.e. HFT/Trading and would like to know more.

Can you recommend some good introductory books/resources ?

0 comments

alchemist1e91y ago

I might be biased for some almost personal reasons, however I think there is one book that anyone serious about the field should just read, period.

“Trades, Quotes and Prices”

Authors:

Jean-Philippe Bouchaud, Capital Fund Management, Paris, Julius Bonart, University College London, Jonathan Donier, Capital Fund Management, Martin Gould, CFM - Imperial Institute of Quantitative Finance.

I’m a practitioner and this book is foundational.

rramadassOP1y ago

Thank You.

Just FYI for others; the full name of the book is "Trades, Quotes and Prices : Financial Markets Under the Microscope".

Looks like a very comprehensive book though somewhat advanced for me at my current level. Do you have a more beginner level book/resource recommendation to go with this where from i can get an overview and familiarize myself with the jargon?

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