从书中知道的一些事情 - 原来自己以为，买卖股票的下单的order种类，通常就这几种 - market/limit/stop limit/stop trailing等，不会超过10种，但是，实际上，股票交易所支持的order种类猜猜有多少种? 近150种！！ 比如有一种叫Post-Only Order - buy a stock only at the passive side (so I can collect a rebate from the exchange)；再比如 Post-Only/Hide-not-slide，不解释啦。

我也还知道了一件事，就是我们所有股票单子，都会被我们的券商，高价卖给HFT公司，HFT分析了stock order数据流后，利用proximity overrun，进行盘剥。举例 - TD Ameritrade was able to sell the right to execute its customers' orders to high-frequency trading firms for hundreds of millions a year. The bigger Charles Schwab, had sold its flow to UBS back in 2005, in a eight-year deal for only $285 million。虽然HFT每股赚取的差价很小，估计0.1美分数量级，但是每笔都有几百到几万股，每秒几十笔（这个数量是估计的），一天的收益多多啊。

还有这段说的也很有意思，为什么华尔街上第一流的软件工程师是俄罗斯人，一位从俄罗斯来的移民(起初基本连英语也不会说，后来在投行谋得一年几十万的职位)这样说的 -

The old Soviet educational system channeled people away from humanity into math and science. The old Soviet’s culture left its old citizens oddly prepared for Wall Street - The Soviet-controlled economy was horrible and complicated but riddled with loopholes, an environment that left those who mastered it well prepared for Wall Street in the early 21st century. “We had this system for 70 years,” Sokoloff says. “The more you cultivate a class of people who know how to work around the system, the more people you will have who know how to do it well.” A Russian also tended to be quicker than most to see holes built into US stock exchanges, because he had been raised by parents, in turn raised by their own parents to game a flawed system.