Trading and Exchanges
Market Microstructure for Practitioners
by Larry Harris
Should I read this?
Recommended by 1 source and appears in Algorithms, Finance, and Nonfiction.
This book is about trading, the people who trade securities and contracts, the marketplaces where they trade, and the rules that govern it. Readers will learn about investors, brokers, dealers, arbitrageurs, retail traders, day traders, rogue traders, and gamblers; exchanges, boards of trade, dealer networks, ECNs (electronic communications network...
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Why recommended
Recommended by 1 source and appears in Algorithms, Finance, and Nonfiction.
Recommended by notable people
People and public figures who have recommended this book.
Recommendation Signals
Recommendation proof is sourced from public posts, interviews, reading lists, and cited references.
Vivek Mashrani
“@kumar_abhinas98 @iManasArora @MaverickAmit01 @vivbajaj Go for this...one of the best books out there on the topic..”
Appears In
Not sure if this is the right fit?
Consider The Undoing Project by Michael Lewis. Recommended by 18 sources.
“Michael Lewis chronicles the friendship and intellectual partnership of Daniel Kahneman and Amos Tversky, who championed the idea that cognitive biases shape our choices. The narrative reads like a buddy story, weaving their discoveries into personal anecdotes and the drama of their collaboration. You'll grasp key ideas—loss aversion, framing—through their story, but the book focuses on biography, not application. Helpful for understanding behavioral economics' origins; less useful if you want actionable advice. The emotional arc of their relationship can overshadow the science.”
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Each recommendation is collected from a public source — interviews, articles, or curated lists — and linked to its original URL. Books with many verifiable recommendations from respected people rank higher.
Trading and Exchanges
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