- Algorithmic Trading and DMA: An introduction to direct access trading strategies: Barry Johnson: 9780956399205: Amazon.com: Books
- High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems (Wiley Trading): Irene Aldridge: 9780470563762: Amazon.com: Books
- Statistical Arbitrage: Algorithmic Trading Insights and Techniques (Wiley Finance): Andrew Pole: 9780470138441: Amazon.com: Books
- Optimal Trading Strategies: Quantitative Approaches for Managing Market Impact and Trading Risk: Robert Kissell, Morton Glantz: 9780814407240: Amazon.com: Books
- 市场微观结构与交易机制设计:高级指南/刘逖