Trading at the Speed of LightDonald MacKenzie
Trading at the Speed of Light
by Donald MacKenzie · first published 2021
5mentions
4recommended by
4HN commenters
2021–2024first – last mentioned
100% recommend
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These are still fairly canonical, and what I got recommended when I started recently. Trading at the Speed of Light by MacKenzie is very good too- a lighter read, but more recent.
on “Ask HN: I am interested in reading about techniques HFT firms use” ↗I somewhat regret not specialising in RF/comms in my EE degree - this side of HFT sounds like a fascinating line of work (Trading at the Speed of Light was a great read).
on “Jump Trading, Virtu and the 'hidden optical fibre cable' under an Ohio field” ↗+1 to Trading at the Speed of Light. A great read, particularly for any engineer curious about clinging to the limits of physics. An example: microwave towers are used to beam data from Chicago to New York because it's faster than fiber…
on “Understanding Jane Street” ↗I'd like to recommend the book "trading at the speed of light". It's an in depth look at the world of high frequency trading based on first hand interviews with traders, court documents, etc. It would appear based on what little information is actually available…
on “SEC charges Netflix insider trading ring” ↗If you're looking for a HFT history book, I found "Trading at the Speed of Light" to be a good read: https://press.princeton.edu/books/hardcover/9780691211381/tr...
on “The Accidental HFT Firm” ↗