Comment by koliber

# Books

## *Trading and Exchanges: Market Microstructure for Practitioners by Larry Harris*

- comprehensive overview written in an accessible way

## *The Microstructure of Financial Markets by Frank de Jong and Barbara Rindi*

- 1st 1/4 of the book is generally useful. Then the math starts. This math is not needed to get a basic overview.

These are two books I wish someone gave to me when I started my first capital markets software engineering job. I recommend them to all the people I place in financial system engineering roles.

This is my passion. Message me if you want to talk more about this — see HN profile for contact info.