Now, since you appear to know about these things, among all the available papers/article/blogposts/books is there any that you would recommend as being less wrong than the rest? For example, a while ago I read this book [1], and it didn't seem so bad, but I'm not in the industry. Can you recommend anything, even with caveats?
[1] https://www.amazon.com/gp/product/B00BZ9WAVW/ref=dbs_a_def_r...
[0] is okay. I disagree with a lot in there, but it's pretty well written and one of the better books on the subject. [1] Is very old, but it's one of my favorites. It's very mathematical. The ideas still apply today. [2] Is a good introduction overview
[0] https://www.amazon.com/Advances-Financial-Machine-Learning-M...
[1] https://www.amazon.com/Introduction-High-Frequency-Finance-R...
[2] https://www.amazon.com/Trading-Exchanges-Microstructure-Prac...