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Market Microstructure & High-Frequency Trading: Building Latency-Optimized Strategies for Modern Markets: Order Book Dynamics, Smart Order Routing, and Low-Latency Execution for Quant Traders
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Market Microstructure and Algorithmic Trading: Order Flow, Liquidity, and Execution Tactics for Quants (Advanced Topics in Quantitative Trading)
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ORDER FLOW & VOLUME PROFILE FOREX TRADING: A Professional Guide to Market Microstructure, Liquidity Zones, Imbalance, Footprint Charts, and Real-Time Trade Execution in Modern FX Markets
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By Larry Harris Trading and Exchanges: Market Microstructure for Practitioners (Financial Management Association Survey and Synthesis Series)
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Dynamic Markov Bridges and Market Microstructure: Theory and Applications: 90 (Probability Theory and Stochastic Modelling, 90)
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Advanced Option Greeks & Risk Strategies: Mastering Volatility, Hedging Models, and Market Microstructure
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Crypto Market Microstructure: AMMs, DEXs, and Centralized Order Books
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Market Microstructure In Practice
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Information and Learning in Markets - The Impact of Market Microstructure
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