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What would you recommend as introductory reading to a person interested in market microstructure and market making? (Background in finance and programming)

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Rather heavy reading, but this is probably what you're looking for: http://www.amazon.com/Trading-Exchanges-Market-Microstructur...

This is a great book. I wouldn't say it's "heavy reading"; it's like the "TCP/IP Illustrated" of money.

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