这些依然算得上经典，也是我最近入行时别人推荐给我的。麦肯齐写的《光速交易》（Trading at the Speed of Light）也很棒——读起来轻松一些，但也更新更近。
These are still fairly canonical, and what I got recommended when I started recently. Trading at the Speed of Light by MacKenzie is very good too- a lighter read, but more recent.
我有点后悔本科读 EE 时没专攻 RF/comms——HFT 的这个方向听起来是个让人着迷的行当（《光速交易》读起来超爽）。
I somewhat regret not specialising in RF/comms in my EE degree - this side of HFT sounds like a fascinating line of work (Trading at the Speed of Light was a great read).
+1 to Trading at the Speed of Light. A great read, particularly for any engineer curious about clinging to the limits of physics. An example: microwave towers are used to beam data from Chicago to New York because it's faster than fiber…
I'd like to recommend the book "trading at the speed of light". It's an in depth look at the world of high frequency trading based on first hand interviews with traders, court documents, etc. It would appear based on what little information is actually available…
If you're looking for a HFT history book, I found "Trading at the Speed of Light" to be a good read: https://press.princeton.edu/books/hardcover/9780691211381/tr...
这些依然算得上经典，也是我最近入行时别人推荐给我的。麦肯齐写的《光速交易》（Trading at the Speed of Light）也很棒——读起来轻松一些，但也更新更近。
These are still fairly canonical, and what I got recommended when I started recently. Trading at the Speed of Light by MacKenzie is very good too- a lighter read, but more recent.
我有点后悔本科读 EE 时没专攻 RF/comms——HFT 的这个方向听起来是个让人着迷的行当（《光速交易》读起来超爽）。
I somewhat regret not specialising in RF/comms in my EE degree - this side of HFT sounds like a fascinating line of work (Trading at the Speed of Light was a great read).
+1 推荐《光速交易》。极佳的读物，特别是对任何好奇如何逼近物理极限的工程师来说。举个例子：他们用微波塔把数据从芝加哥传到纽约，因为这比光纤更快……
+1 to Trading at the Speed of Light. A great read, particularly for any engineer curious about clinging to the limits of physics. An example: microwave towers are used to beam data from Chicago to New York because it's faster than fiber…
我想推荐《光速交易》这本书。它基于对交易员的第一手访谈、法庭文件等，深入剖析了高频交易的世界。从目前仅有的那点公开信息来看……
I'd like to recommend the book "trading at the speed of light". It's an in depth look at the world of high frequency trading based on first hand interviews with traders, court documents, etc. It would appear based on what little information is actually available…
如果你在找一本讲述 HFT 发展史的书，我觉得《光速交易》很值得一读：https://press.princeton.edu/books/hardcover/9780691211381/tr...
If you're looking for a HFT history book, I found "Trading at the Speed of Light" to be a good read: https://press.princeton.edu/books/hardcover/9780691211381/tr...