Acknowledgments

Never in our imaginations did we ever think we would write a book, let alone one that featured market structure and high frequency trading! Well, we did, but not alone. This book was based on decades of experience trading for our institutional clients. So, ultimately, it was our clients who made this book possible, and we owe them the heartiest of thanks. We also want to thank our families for putting up with our missing weekends as well as our being cranky when we fell behind schedule. Likewise, we need to tip our hats to our Themis team—Paul, Victor, Scott, Caroline, Anna, and Aviva—for picking up the slack when we needed you. Thank you to our publisher, Jim Boyd, and his team for their patient guidance. Finally, we owe a great ...

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