Jeremy Grant of the Financial Times has been doing a great job reporting on some of the most poorly understood corners of finance, including OTC Derivatives and High Frequency Trading. The material is assembled on his micro site, the FT Trading Room.
Perhaps the most unique aspect of, and in my opinion the most valuable resource in, the FT Trading Room is the collection of video interviews Jeremy has conducted with industry practitioners, which is available here. These interviews offer a rare and often candid industry perspective on some of the most contentious areas of finance. I encourage all of you to make the FT Trading Room part of your daily reading.