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making 2 sided markets

  #9 (permalink)

Toronto ON/Canada
 
 
Posts: 8 since Mar 2017
Thanks: 0 given, 0 received

Thanks tpredictor, yes I was aware of the level 3 depth that MM's enjoy (stops are visible). Is there any good book you know of on modern market structure? The Larry Harris book is said to be good but outdated now as it lacks info on dark pool HFT activity.

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