You can add location information to your Tweets, such as your city or precise location, from the web and via third-party applications. You always have the option to delete your Tweet location history. Learn more
Obviously this is biased to my experiences and preferences. It also assumes a decent knowledge of linear algebra, calculus, statistics and probability so if you don't have that, you probably won't get much out of this.
Finally it is geared towards quants who are going to work on strategies with a multi-day time horizon. I simply don't think that there are any good books covering HFT or mid-frequency, although very happy to be corrected.
I really have to add the two books that convinced me to go into quant finance when I read them back in ~2006. First "My Life as a Quant" by @EmanuelDerman which blends descriptions of options pricing models with great autobiographical colorhttps://www.amazon.com/My-Life-Quant-Reflections-Physics/dp/0470192739/ref=tmm_pap_swatch_0?_encoding=UTF8&qid=1623793070&sr=8-1 …
Second "Traders, Guns and Money" by ex-derivatives trader Satyajit Das, which is just a perfect description of the wild west of derivatives markets pre-financial crisishttps://www.amazon.com/Traders-Guns-Money-Unknowns-Derivatives/dp/0273776762/ref=sr_1_1?crid=NKKAGBM3LR10&dchild=1&keywords=traders%2C+guns+%26+money&qid=1623793250&sprefix=traders%2C+gun%2Caps%2C235&sr=8-1 …
Now I’ve read it I’d add Trading at the Speed of Light (MacKenzie) which is amazing background reading for anyone thinking of going into HFThttps://www.amazon.co.uk/dp/0691211388/ref=cm_sw_r_cp_api_glt_fabc_HSYP91NNH409YFB10AR8 …
Salam, the unroll you asked for: A while ago I said I'd do a thread of recommended books for people… https://threadreaderapp.com/thread/1404908537835360257.html … See you soon. 
None really hit the spot. Best I know are Harris's Trading and Exchanges and de Prado's financial ml book. Cris Doloc's Comp. Intell. book has good references. Ait-Sahalia's HF Fin. Econometrics book is way too mathy and focused on fitting vol models.
Hmm, Trading and Exchanges is not a quant book. Useful info but not what I'm going for here. The MLdP book ... let's just say that I think about as highly of that as I do of its author.
Thanks for taking the time to share. Appreciated. 
I saw a book about HFT once, it was hilarious (and it wasn't even flash boys)
Trades Quotes and Prices?
And on the execution side Kissell has many.
Twitter may be over capacity or experiencing a momentary hiccup. Try again or visit Twitter Status for more information.
