Last weekend, Joe sat down with Barry Ritholtz (Bloomberg anchor, blogger (The Big Picture), founder Ritholtz Wealth Management, and author of Bailout Nation) to talk about modern market structure. This is not a sound bite; it is an hour-long interview and deep-dive into the issues we are all facing today. Joe talks about:

1)      Getting back to diverse participation on public markets

2)      Flash Boys and whether the market is really “rigged”

3)      Market maker obligations

4)      The SEC Tick Size Pilot

5)      Venue fragmentation and the SIP

6)      The SEC’s ability to monitor markets, and MIDAS

7)      Dark Pools, types of HFT, and the HFT Family Tree / Pedigree

[soundcloud url=”https://api.soundcloud.com/tracks/193811740″ params=”color=ff5500&auto_play=false&hide_related=false&show_comments=true&show_user=true&show_reposts=false” width=”100%” height=”166″ iframe=”true” /]

Barry has been a friend of ours for years, and is a thoughtful and fair interviewer. Actually the week prior, Barry interviewed AQR’s Cliff Asness, an ardent defender of modern market structure.

This weekend, please sit back in your favorite easy chair, in your study filled with mahogany and leather-bound books, and hear a rare in-depth interview about high frequency trading and modern markets – with information and flavor you can’t get in a five-minute cable television hit or 140 characters.

Have a great weekend, and Beware the Icicles of March!