1. Chan, E.: Algorithmic Trading: Winning Strategies and Their Rationale, 656 p. Wiley, Hoboken (2013). ISBN 978-1118460146
2. Harris, L.: Trading and Exchanges: Market Microstructure for Practitioners, 1st edn., 304 p. Oxford University Press, Oxford (2002). ISBN 978-0195144703
3. Company Information about Active Broker-Dealers. U.S. Securities and Exchange Commission.
https://www.sec.gov/help/foiadocsbdfoiahtm.html
4. MacGregor, A.: As automated trading takes over markets, rational human investors matter even more.
http://www.abmac.com/industry-insight/as-automated-trading-takes-over-markets-rational-human-investors-matter-even-more
5. Merello, S., Ratto, A.P., Oneto, L., Cambria, E.: Predicting future market trends: which is the optimal window? In: Oneto, L., Navarin, N., Sperduti, A., Anguita, D. (eds.) Recent Advances in Big Data and Deep Learning. INNSBDDL 2019. Proceedings of the International Neural Networks Society, vol. 1. Springer, Cham (2020)