Authors: Mark Russinovich
Rogue Code (49 page)
Bodek, Haim.
The Problem of HFT: Collected Writings on High Frequency Trading & Stock Market Structure Reform,
Decimus Capital Markets, LLC, 2013.
Connaughton, Jeff.
The Payoff: Why Wall Street Always Wins,
Prospecta Press, 2012.
Durbin, Michael.
All About High-Frequency Trading,
McGraw-Hill, 2010.
Harris, Larry.
Trading and Exchanges: Market Microstructure for Practitioners,
Oxford University Press, 2002.
Narang, Rishi.
Inside the Black Box,
Wiley, 2013.
Patterson, Scott.
The Quants: How a New Breed of Math Whizzes Conquered Wall Street and Nearly Destroyed It,
Crown Business, 2010.
———.
Dark Pools: The Rise of the Machine Traders and the Rigging of the U.S. Stock,
Crown Business, 2012.
WEB SITES
“The Professional Page of Haim Bodek,” accessed March 2014,
http://haimbodek.com/
.
“Scott Patterson Reports,” accessed March 2014,
http://www.scottpatterson reports.com/
.
“NYSE Euronext Markets,” accessed March 2014,
http://usequities.nyx.com/markets
.
“TabbFORUM,” accessed March 2014,
http://tabbforum.com/
.
“Nanex,” accessed March 2014,
http://www.nanex.net/
.
“Themis Trading,” accessed March 2014,
http://blog.themistrading.com/
.
“Modern Markets Initiative,” accessed March 2014,
http://modernmarket sinitiative.org/
.
“U.S. Securities and Exchange Commission Market Structure,” accessed March 2014,
http://www.sec.gov/marketstructure/
.
PAPERS
Senator Kaufman’s nine-point plan for market structure reform, August 5, 2010. Accessed March 2014.
http://www.sec.gov/comments/s7-27-09/72709-96.pdf
.
Dolgopolov, Stanislav, “The Maker-Taker Pricing Model and Its Impact on the Securities Market Structure: A Can of Worms for Securities Fraud?,” February 23, 2014. Posted February 24, 2014.
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2399821
.
Dolgopolov, Stanislav, “High-Frequency Trading, Order Types, and the Evolution of the Securities Market Structure: One Whistleblower’s Consequences for Securities Regulation,” Last revised January 23, 2014. Posted August 22, 2014.
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2314574
.
Joint CFTC-SEC Advisory Committee, “Recommendations Regarding Regulatory Responses to the Market Events of May 6, 2010,” February 18, 2011. Accessed March 2014.
http://www.sec.gov/spotlight/sec-cftcjointcommittee/021811-report.pdf
.
U.S. Securities and Exchange Commission, “Concept Release on Equity Market Structure,” 2010. Accessed March 2014.
http://www.sec.gov/rules/concept/2010/34-61358.pdf
.
“NASDAQ OMX Order Type Guide,” April 2013. Accessed March 2014.
http://www.brainshark.com/nasdaqomx/vu?pi=zF7zJ6aUZzoG0z0
.
“Direct Edge Order Type Guide,” Accessed March 2014.
http://www.brainshark.com/DCS/vu?pi=zGwzPWcfUz3QRKz0
.
VIDEOS AND PODCASTS
“Haim Bodek—HFT is an Artificial Industry,” YouTube video, 43:40, from a presentation by Haim Bodek to TradeTech USA 2013 on February 27, 2013, posted by Trade TechTV, Apr 26, 2013,
https://www.youtube.com/watch?v=ItfAKguEdAE
.
“Discussing HFT with Haim Bodek,” The LoopCast recording, posted March 3, 2014,
http://www.theloopcast.com/2014/03/03/discussing-hft-with-haim-bodek/
.
“The Wall Street Code,” YouTube video, 50:31, posted by VPRO Blacklight on November 4, 2013,
http://www.youtube.com/watch?v=GEAGdwHXfLQ
.
“Money & Speed: Inside the Black Box,” YouTube video, 48:23, posted by VPRO Blacklight on December 13, 2012,
http://www.youtube.com/watch?v=aq1Ln1UCoEU
.
A
LSO BY
M
ARK
R
USSINOVICH
Zero Day
Trojan Horse
A
BOUT THE
A
UTHOR
MARK RUSSINOVICH works at Microsoft as a Technical Fellow, Microsoft’s senior-most technical position. A cofounder of Winternals, he joined Microsoft when the company was acquired in 2006. He is author of the novels
Zero Day
and
Trojan Horse
, as well as the popular Sysinternals tools, co-author of the Windows Internals book series, a contributing editor for
TechNet Magazine
, and a senior contributing editor for
Windows IT Pro Magazine
. He lives in Washington State.
This is a work of fiction. All of the characters, organizations, and events portrayed in this novel are either products of the author’s imagination or are used fictitiously.
THOMAS DUNNE BOOKS
.
An imprint of St. Martin’s Press.
ROGUE CODE
. Copyright © 2014 by Mark Russinovich. Foreword copyright © 2014 by Haim Bodek. All rights reserved. For information, address St. Martin’s Press, 175 Fifth Avenue, New York, N.Y. 10010.
Cover design by Ervin Serrano
Cover photographs:
man by CollaborationJS/Arcangel Images;
texture by
Shutterstock.com
eBooks may be purchased for business or promotional use. For information on bulk purchases, please contact Macmillan Corporate and Premium Sales Department by writing to [email protected].
The Library of Congress has cataloged the print edition as follows:
Russinovich, Mark E.
Rogue code: a Jeff Aiken novel / Mark Russinovich. — First edition.
pages. cm.
ISBN 978-1-250-03537-0 (hardcover)
ISBN 978-1-250-03538-7 (e-book)
1. Cyberterrorism—Fiction. 2. Suspense fiction. I. Title.
PS3618.U7688R64 2014
813'.6—dc23
2014008414
e-ISBN 9781250035387
First Edition: May 2014