Chapters in this book

1. Frontmatter i
2. CONTENTS vii
3. List of Illustrations ix
4. Acknowledgments xi
5. 1 Introduction 1
6. 2 To the Towers 32
7. 3 “We’ll show you our book. Why won’t they?” 66
8. 4 Dealers, Clients, and the Politics of Market Structure 105
9. 5 “Not only would I lose my job, I might lose my legs too!” 135
10. 6 How HFT Algorithms Interact, and How Exchanges Seek to Influence It 172
11. 7 Conclusion 206
12. Appendix: A Note on the Literature on HFT 239
13. Notes 243
14. References 263
15. Index 279