Flash Boys, or SEC?

[nitro]

For equities:

https://www.sec.gov/marketstructure/research/hft_lit_review_march_2014.pdf


For FX

http://www.bis.org/publ/mktc05.pdf

And then there is

 

[ETcallhome]

he wrote a good book about bond trading at Salomon, but now he is just a chicken looking for a falling sky