Rogue Code

BIBLIOGRAPHY: ADDITIONAL INFORMATION ON HIGH-FREQUENCY TRADING

Arnuk, Sal. Broken Markets: How High Frequency Trading and Predatory Practices on Wall Street are Destroying Investor Confidence and Your Portfolio, FT Press, 2012.

Bodek, Haim. The Problem of HFT: Collected Writings on High Frequency Trading & Stock Market Structure Reform, Decimus Capital Markets, LLC, 2013.

Connaughton, Jeff. The Payoff: Why Wall Street Always Wins, Prospecta Press, 2012.

Durbin, Michael. All About High-Frequency Trading, McGraw-Hill, 2010.

Harris, Larry. Trading and Exchanges: Market Microstructure for Practitioners, Oxford University Press, 2002.

Narang, Rishi. Inside the Black Box, Wiley, 2013.

Patterson, Scott. The Quants: How a New Breed of Math Whizzes Conquered Wall Street and Nearly Destroyed It, Crown Business, 2010.

——. Dark Pools: The Rise of the Machine Traders and the Rigging of the U.S. Stock, Crown Business, 2012.

“The Professional Page of Haim Bodek,” accessed March 2014, http://haimbodek.com/.

“Scott Patterson Reports,” accessed March 2014, http://www.scottpatterson reports.com/.

“NYSE Euronext Markets,” accessed March 2014, http://usequities.nyx.com/markets.

“TabbFORUM,” accessed March 2014, http://tabbforum.com/.

“Nanex,” accessed March 2014, http://www.nanex.net/.

“Themis Trading,” accessed March 2014, http://blog.themistrading.com/.

“Modern Markets Initiative,” accessed March 2014, http://modernmarket sinitiative.org/.

“U.S. Securities and Exchange Commission Market Structure,” accessed March 2014, http://www.sec.gov/marketstructure/.

Senator Kaufman’s nine-point plan for market structure reform, August 5, 2010. Accessed March 2014. http://www.sec.gov/comments/s7-27-09/72709-96.pdf.

Dolgopolov, Stanislav, “The Maker-Taker Pricing Model and Its Impact on the Securities Market Structure: A Can of Worms for Securities Fraud?” February 23, 2014. Posted February 24, 2014. http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2399821.

Dolgopolov, Stanislav, “High-Frequency Trading, Order Types, and the Evolution of the Securities Market Structure: One Whistleblower’s Consequences for Securities Regulation,” Last revised January 23, 2014. Posted August 22, 2014. http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2314574.

Joint CFTC-SEC Advisory Committee, “Recommendations Regarding Regulatory Responses to the Market Events of May 6, 2010,” February 18, 2011. Accessed March 2014. http://www.sec.gov/spotlight/sec-cftcjointcommittee/021811-report.pdf.

U.S. Securities and Exchange Commission, “Concept Release on Equity Market Structure,” 2010. Accessed March 2014. http://www.sec.gov/rules/concept/2010/34-61358.pdf.

“NASDAQ OMX Order Type Guide,” April 2013. Accessed March 2014. http://www.brainshark.com/nasdaqomx/vu?pi=zF7zJ6aUZzoG0z0.

“Direct Edge Order Type Guide,” Accessed March 2014. http://www.brainshark.com/DCS/vu?pi=zGwzPWcfUz3QRKz0.

“Haim Bodek — HFT is an Artificial Industry,” YouTube video, 43:40, from a presentation by Haim Bodek to TradeTech USA 2013 on February 27, 2013, posted by Trade TechTV, Apr 26, 2013, https://www.youtube.com/watch?v=ItfAKguEdAE.

“Discussing HFT with Haim Bodek,” The LoopCast recording, posted March 3, 2014, http://www.theloopcast.com/2014/03/03/discussing-hft-with-haim-bodek/.

“The Wall Street Code,” YouTube video, 50:31, posted by VPRO Blacklight on November 4, 2013, http://www.youtube.com/watch?v=GEAGdwHXfLQ.

“Money & Speed: Inside the Black Box,” YouTube video, 48:23, posted by VPRO Blacklight on December 13, 2012, http://www.youtube.com/watch?v=aq1Ln1UCoEU.