Contents
Chapter 1: Eat a Percentage of What You Kill
Chapter 2: A Swift Reality Check
Chapter 3: The Basics of Double Auction Markets in the Real World
Chapter 4: Introduction to the ECN Platforms and Order Routing
DIRECT EDGE DUAL EXCHANGES—EDGA (J) AND EDGX (K)
BATS TRADING DUAL EXCHANGES—BZX (Z) AND BYX (Y)
NASDAQ OMX BX (NQBX)—FORMERLY BOSTON STOCK EXCHANGE
NASDAQ OMX PSX (NQPX)—FORMERLY PHILADELPHIA STOCK EXCHANGE
Chapter 5: Dark Pool Liquidity and Alternative Trading Systems
KNIGHT CAPITAL GROUP'S DARK POOL ROUTES
Chapter 6: Combining Level 2 and Time & Sales: Reading the Consolidated Tape
Chapter 7: Week One on Live Trading
Chapter 8: Losing $30,000 in Under a Minute
Chapter 9: Trading with a Real Edge
Chapter 10: The Psychology of Profitable Trading
Chapter 11: Choosing a Proprietary Trading Firm
Chapter 12: Strategy Diversification
Chapter 13: Volatility and the Crash of 2008
Chapter 14: Building Blocks of Trading Strategies