Post with links to what I am reading:
1. A very good post on different aspects of system architecture:
https://lethain.com/introduction-to-architecting-systems-for-scale/
2. About market making and mean-reversion:
https://www.cis.upenn.edu/~mkearns/papers/marketmaking.pdf
3. Why we use log returns in finance?
https://www.youtube.com/watch?v=PtoUlt3V0CI