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Some highly recommended books

  #219 (permalink)

denver, colorado
Trading Experience: Intermediate
Platform: NT
Favorite Futures: ZS
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Posts: 704 since Mar 2011
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gregid View Post
So in short I need 2 things:
1. technical explanation on how the market/order book works
2. some attempt at interpretation of price/volume/volatility/level II information (what drives those changes)

Any recommendations?

This may not be exactly what you're looking for but it is definitely worth reading, is "factually accurate, and will help fill in gaps in knowledge about what trading and exchanges are. Trading and Exchanges: Market Microstructure for Practitioners (9780195144703): Larry Harris: Books

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