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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