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Best quant book for direct market access and stock market exchange order book understanding?

(Last Updated On: August 1, 2012)
Best quant book for direct market access and stock market exchange order book understanding?
This was from a visitor on my Youtube channel at youtube.com/quantlabs
hi quantlabs, can you recommend any good literature or tutorials or anything that explains in detail how the order book works? So things like how trading the order book in an aggressive or passive manner works? How your order is placed in the order book depending on what you do? I basically am really interested in learning how the order book works when you interact with it as a trader of any sort.

 

Answer

Algorithmic Trading and DMA: An introduction to direct access trading strategies

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

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