2010, 241 pages, by Michael Durbin – If you have read about Hight Frequency Trading and related sub-themes, this book is not for you, and that is because of its publication date. We reached it recently regarding HFTs, and even if it is a bit old, compared to the other books available on that publishing time (2010), there were better alternatives. If this is would be your introductory book about the subject, well, this is the one book you need. But if you read any other book on the subject before, you will just get repetitive topics all along.
If this is your first contact today with HFTs, Dark Pools and etc, I would recommend to start with the title “Dark Pools & High Frequency Trading for Dummies”, it is more recent and direct to the point regarding the problems of HFTs and Dark Pools you will face as an Automated Trader in this market.