2015, 208 pages, by Andrew Jay Vaananen.
This book is for those of you that build automated trading strategies and never heard of the terms "Dark Pools" and "High-Frequency Trading". These two subjects are affecting you right now in your trades, and even more if your automated trading systems are running in the US stock exchange.
In a very easy to understand approach you will learn what are Dark Pools and where in the trading chain they appear, what is High Frequency Trading and how it affects your trades, the new Order Types specially created for HFT, the gray areas in which Dark Pools are in and the ever changing regulations in the US, Dark Pools in other countries, Flash Crashes, and other essential subjects that you must grasp in order to be successful in this area.
Suggested videos for you to start right away in this area - both of them are related to another book called Flash Boys from Michael Lewis and the buzz HFT generated in the media:
