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Some highly recommended books

  #235 (permalink)

PORTLAND, OR
 
Trading Experience: None
Platform: NinjaTrader
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Posts: 185 since Jul 2011
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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.

Amazon.com: Trading and Exchanges: Market Microstructure for Practitioners (9780195144703): Larry Harris: Books

I'm trying to decide between two books on Market Microstructure:

Trading and Exchanges: Market Microstructure for Practitioners
Which is highly reviewed but very dated (2002).

or

Financial Markets and Trading: An Introduction to Market Microstructure and Trading Strategies
Which has no reviews, probably because it's a very recent publication (2011), it's also 1/3 of the length of the former.

Due to cost and time I would prefer not to go through both to fill the gaps in my knowledge. Any input from futures.io (formerly BMT) members would be appreciated.

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