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For those that don't know, this is Josh Levine's blog. He started Island ECN and is prominently featured in Scott Patterson's Dark Pools https://www.amazon.com/Dark-Pools-Machine-Traders-Rigging/dp....

You can see the old homepage here http://josh.com/oldindex.htm

Some of his code (through acquisitions) lives on at the Nasdaq exchange. He's a fascinating person in the history of electronic markets.




One of my favorite books. Highly recommend


Anyone one else want to weigh in on that? Sounds intriguing, but Amazon reviews suggest it's ruined by technical inaccuracy.




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