Imported from previous forum
i recently joined couple of open source developer communities related on fIX projects [quickFix/j, marketcetera].
I have reviewed FIX spec and the existing code and much of it makes sense. i do have good knowledge of equities and to an extent derivatives. but i know i have a long way to go.
so any of you can point me in direction of books/sites/articles on just about everything on trading [pre, post, fills, allocation].
in other words, how did you learn fix and trading .was it on job or did u get formal traning, schooling etc.
Here are two books that I have found tremendously helpful. They provide a great deal of knowledge that one can learn through experience (“on-the-job”), and thus can help those new to the financial industry get there faster.
Trading and Exchanges by Larry Harris
http://tradingandexchanges.com/
The Complete Guide to Capital Markets for Quantitative Professionals
http://www.mhprofessional.com/product.php?search_crawl=true&isbn=0071468293