我所知道写“叙事性”非虚构类作品的就只有那些了。如果你对技术类书籍感兴趣，Harris 写的《Trading & Exchanges》很不错（虽然有点过时），还有 Johnson 写的《Algorithmic Trading & DMA》。
Those are the only ones I know of that do "narrative" non-fiction. If you are interested in technical books, Trading & Exchanges by Harris is good (if dated) and Algorithmic Trading & DMA by Johnson.
For blog post style reading 'yummyfajitas' series on HFT is good:
https://www.chrisstucchio.com/blog/2012/hft_apology.html
For technical books:
- Trading & Exchanges by Harris (a little out of date)
- Algorithmic Trading & DMA by Johnson.
On the narrative non-fiction side Dark Pools is basically it.
学金融搞量化交易（quantitative trading）用这种方法完全是南辕北辙。这根本是在浪费时间。去读读《Options, Futures and Other Derivatives》和《Algorithmic Trading and DMA》，公开渠道里对交易真正有用的东西你基本上就掌握了。如果他会写代码，想学“金融数学”，那应该从这些书入手，……
This is utterly the wrong way to learn finance for quantitative trading. That would be an unproductive use of time. Read Options, Futures and Other Derivatives and Algorithmic Trading and DMA and you basically know everything you'll get from public sources that could be meaningful for trading. If he knows how to code and is looking for "mathematics of finance" he should start with those,…
……这与市场上的实际执行有所区别，后者被称为智能订单路由（smart order routing），纯粹专注于速度。关于这方面最好的书似乎依然是 Barry Johnson 那本已有近 10 年历史的《Algorithmic Trading and DMA》。如果你想对涉及的策略有个直观感受，看这本最合适：https://www.amazon.com/Algorithmic-Trading-DMA-introduction-... 至于职位头衔，往往都很泛……
…This is a bit separate from the actual execution in the market, which is called smart order routing, and that just focuses on speed. The best book on this still seems to be the now almost 10 year old "Algorithmic Trading and DMA" by Barry Johnson. If you want to get a feel for the strategies involved, this is your best bet: https://www.amazon.com/Algorithmic-Trading-DMA-introduction-... As for job titles, they tend to be generic…
……金融市场、对特定标的定价/衡量风险等等），还是对为金融行业（交易/风控/合规/银行等）编写系统感兴趣？如果你是程序员，这本《Algorithmic Trading and DMA: An introduction to direct access trading strategies》（http://www.amazon.com/Algorithmic-Trading-DMA-introduction-s...）可以说是非常棒了。不过，如果你真正指的是“宽客（quant）……
…of financial markets, pricing/measuring risk of specific instruments, etc.) or are you interested in programming systems for the financial industry (trading/risk/compliance/banking/etc)? This book, "Algorithmic Trading and DMA: An introduction to direct access trading strategies" (http://www.amazon.com/Algorithmic-Trading-DMA-introduction-s...) is pretty darn good if you are a programmer. However, if you really meant "quant…
我所知道写“叙事性”非虚构类作品的就只有那些了。如果你对技术类书籍感兴趣，Harris 写的《Trading & Exchanges》很不错（虽然有点过时），还有 Johnson 写的《Algorithmic Trading & DMA》。
Those are the only ones I know of that do "narrative" non-fiction. If you are interested in technical books, Trading & Exchanges by Harris is good (if dated) and Algorithmic Trading & DMA by Johnson.
想看博客风格的内容，'yummyfajitas' 关于 HFT 的系列文章不错： https://www.chrisstucchio.com/blog/2012/hft_apology.html 技术类书籍推荐： - Harris 写的《Trading & Exchanges》（稍微有点老了） - Johnson 写的《Algorithmic Trading & DMA》。 至于叙事性非虚构类，《Dark Pools》基本是不二之选。
For blog post style reading 'yummyfajitas' series on HFT is good: https://www.chrisstucchio.com/blog/2012/hft_apology.html For technical books: - Trading & Exchanges by Harris (a little out of date) - Algorithmic Trading & DMA by Johnson. On the narrative non-fiction side Dark Pools is basically it.
学金融搞量化交易（quantitative trading）用这种方法完全是南辕北辙。这根本是在浪费时间。去读读《Options, Futures and Other Derivatives》和《Algorithmic Trading and DMA》，公开渠道里对交易真正有用的东西你基本上就掌握了。如果他会写代码，想学“金融数学”，那应该从这些书入手，……
This is utterly the wrong way to learn finance for quantitative trading. That would be an unproductive use of time. Read Options, Futures and Other Derivatives and Algorithmic Trading and DMA and you basically know everything you'll get from public sources that could be meaningful for trading. If he knows how to code and is looking for "mathematics of finance" he should start with those,…
……这与市场上的实际执行有所区别，后者被称为智能订单路由（smart order routing），纯粹专注于速度。关于这方面最好的书似乎依然是 Barry Johnson 那本已有近 10 年历史的《Algorithmic Trading and DMA》。如果你想对涉及的策略有个直观感受，看这本最合适：https://www.amazon.com/Algorithmic-Trading-DMA-introduction-... 至于职位头衔，往往都很泛……
…This is a bit separate from the actual execution in the market, which is called smart order routing, and that just focuses on speed. The best book on this still seems to be the now almost 10 year old "Algorithmic Trading and DMA" by Barry Johnson. If you want to get a feel for the strategies involved, this is your best bet: https://www.amazon.com/Algorithmic-Trading-DMA-introduction-... As for job titles, they tend to be generic…
……金融市场、对特定标的定价/衡量风险等等），还是对为金融行业（交易/风控/合规/银行等）编写系统感兴趣？如果你是程序员，这本《Algorithmic Trading and DMA: An introduction to direct access trading strategies》（http://www.amazon.com/Algorithmic-Trading-DMA-introduction-s...）可以说是非常棒了。不过，如果你真正指的是“宽客（quant）……
…of financial markets, pricing/measuring risk of specific instruments, etc.) or are you interested in programming systems for the financial industry (trading/risk/compliance/banking/etc)? This book, "Algorithmic Trading and DMA: An introduction to direct access trading strategies" (http://www.amazon.com/Algorithmic-Trading-DMA-introduction-s...) is pretty darn good if you are a programmer. However, if you really meant "quant…
Harris 的《Trading & Exchanges》 Johnson 的《Algorithmic Trading & DMA》 两本现在都有些年头了，但依然是很扎实的基础书。
Trading & Exchanges by Harris Algorithmic Trading & DMA by Johnson Both are dated now but still good foundational books.