The best book that I've read on order execution was "Algorithmic Trading and DMA". [0]
The book is kind of old now, but it was written by Barry Johnson, who worked at Morgan Stanley on their algo trading team.
The book is kind of dry, but very thorough and clear on its concepts. It reads more like a university text book than anything else. It just goes through concepts one by one, chapter by chapter.
The book is kind of old now, but it was written by Barry Johnson, who worked at Morgan Stanley on their algo trading team.
The book is kind of dry, but very thorough and clear on its concepts. It reads more like a university text book than anything else. It just goes through concepts one by one, chapter by chapter.
[0]: https://www.amazon.co.uk/Algorithmic-Trading-DMA-introductio...