So I’ve been trying to push my self into writing a book review of “High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems”, written by Irene Aldridge. But I’m not really a book review kind of guy, so I’ve been putting it off. It’s been ages since I last wrote a book review, so I thought I would link to a few reviews and then give a few notes instead.
In general I view this book as an intro book. It eases the readers journey by starting out with the evolution and business aspects of HFT, before diving into the more technical parts. It also has a metric ton of references throughout the book for those interested in a deep dive.