Books on HFT

Flash Boys is a dreadful book on HFT. It is inaccurate and biased. More problematic is that the plot struggles to make sense. You are quite literally better off NOT reading Flash Boys if you want to learn about High Frequency Trading.

If you must read Flash Boys, you should also read Flash Boys: Not So Fast. This can be seen as a counterpoint or study guide from someone who actually knows how HFT works.

For narrative non-fiction a much better book is Dark Pools. It also has some inaccuracies and biases, but it is not nearly as incoherent as Flash Boys.

If you are interested in more technical reading: