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Second the call to get into the nitty gritty. I've read "Flash Boys" and consider myself reasonably aware of how HFT works but I'd like to know the technical aspects more in detail (understanding that some of that is, probably, proprietary). Any good resources?


Flash Boys is quite inaccurate with respect to how HFT works. Read this book instead

http://www.amazon.com/Introduction-High-Frequency-Finance-Ra...




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