Dark Pools


A colleague recommended Dark Pools recently.  Having just finished reading the book, I’d say its definitely worth a read if you are interested in where ITCH, OUCH and the Island started.

  • Page 17 – Trading, viewed as war – classic
  • Page 27 – Fuzzy logic, generic algorithms, machine learning, expert systems – technology out on the edge
  • Page 52 – 0+ scalping strategy
  • Page 62 – Layering, spoofing and quote stuffing
  • Page 119 – ITCH and OUCH
  • Page 153 – REDIBook
  • Page 199 – Lamborghini Testarossa – pretty sure that should have been Ferrari
  • Page 238 – Chi-X
  • Page 285 – Getco using Kodu
  • Page 295 – Relativistic statistical arbitrage
  • Page 298 – Big Data Trading Machine
  • Page 302 – Selerity

~ by mdavey on October 27, 2013.

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