Great resources Jason - thank you. Was fortunate two weeks ago to hear two talks in same day, previously unrelated but now connected for me, thanks to your top link: first talk by Barbara Mack at UMass Isenberg Finance lecture with material from HFT book (publication next month); later that evening attended talk by Williams College physicist on tractor beams and levitation ("wingardium leviosa"). Now it all makes sense!

Mack book: http://www.amazon.com/High-Frequency-Trading-Regulation-Scientific/dp/9…

Appreciate the materials.