>>11900368These are some of the easiest books you can find, the shreve one in particular is easy. I also don't like finance majors, but in my university the 2nd one used to literally be the reference for a course that finance majors have to take. They obviously didn't get full marks on it like a math major would, but still.
>>11900404Depends, there are a few things you can do. You obviously need to know embedded because you are after speed, but you still need to understand a lot of stuff from market microstructure(e.g how the order gets routed, what part is the slowest in terms of latency,why you need a good server etc) but the main part from what I've hear(friend from uni is at Citadel securities) is making sure you know the top of the line algorithms for searching graphs/know how to optimize data structures and figure out how to get more volume risk free. Remember that HFT right now is about chasing the rebate,very few firms are focused on frontrunning. Also apparently it is actually quite comfy, but you won't get paid huge bonuses like a trader would
