I had resisted reading this book even though I like the authors other work. To me a book based around financial engineering and low latency trading seemed to have limited options - compared to maybe Enigma or Fatherland the other works I had read.
Now having read it I quite enjoyed it, Harris does a good job of explaining the technicalities of hedge fund trading and works a thriller plot into the book by having the central character doubt his sanity as an investigation of a break in and assault at his luxury home.
A subtext of the book is to make the reader stand back and wonder about how obscure financial trading has become, relying on computers and automated processes to do the work - the hedge fund company in the book has developed such a automated system and is looking for new investment.
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