Algorithmic Trading and DMA: An introduction to direct access trading strategies
Algorithmic trading and optimal execution have become cornerstones of modern finance. "Algorithmic Trading and DMA" does an excellent job of providing one of the first comprehensive overviews of these areas. Anyone interested in these developments should own a copy of this book.  --Petter Kolm, Director of the Mathematics in Finance Masters Program and Clinical Associate Professor of Mathematics, Courant Institute of Mathematical Sciences, New York University