I know one of the people who literally wrote a chunk of the matching engine on one of the larger exchanges. He’s not absurdly rich but a book from him on high performance order book management at scale would absolutely worth a read.
The metaphor is appropriate because quite frequently people who use things to the greatest effect know very little about the implementation or how it actually works.
Just on a quick scan we've got Graham, Buffett, Soros, Taleb... those are before I need to go and look up personal net worth for some of the other names. I'd bet on Burton Malkiel having done alright for himself, too.
Why would you ever read a book on aeronautical engineering from someone who isn’t a million miler?
Inappropriate metaphor
I know one of the people who literally wrote a chunk of the matching engine on one of the larger exchanges. He’s not absurdly rich but a book from him on high performance order book management at scale would absolutely worth a read.
The metaphor is appropriate because quite frequently people who use things to the greatest effect know very little about the implementation or how it actually works.
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Some of the books being mentioned here are by people who got absurdly rich.
Which ones?
Just on a quick scan we've got Graham, Buffett, Soros, Taleb... those are before I need to go and look up personal net worth for some of the other names. I'd bet on Burton Malkiel having done alright for himself, too.
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