Felix Salmon reviews Michael Lewis’s book on HFT

Felix Salmon reviews Michael Lewis’s book on HFT

I’m really interested in Michael Lewis’s new book on high frequency trading, basically because high frequency trading is the kind of thing I hate, and I know Lewis hates it too. Felix Salmon throws some water on Lewis’s take, and argues that HFT is not as problematic as it’s made out to be.

My favorite article I recently read about HFT was Barbarians at the Gateways, a look at the technology behind HFT by Jacob Loveless. If nothing else, HFT is really, really interesting as a software engineering and systems design problem.

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