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It's good this is getting more attention, however there were many good books before this one. "Quants" and "Dark Pools" were my favorites and a good place to start.

The Physics of Wall Street: A Brief History of Predicting the Unpredictable

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The Quants: How a New Breed of Math Whizzes Conquered Wall Street and Nearly Destroyed It

Dark Pools: High-Speed Traders, A.I. Bandits, and the Threat to the Global Financial System

Hedge Fund Market Wizards



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