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Financial markets are noisy, chaotic, and full of contradictions - yet that is precisely what makes them so captivating. This book examines how non-informative order flows and the unprecedented rise of retail investors are challenging long-held assumptions about liquidity, volatility, and price discovery. Moving from classical theories of market microstructure to meme stocks and viral trading dynamics, it reveals how digital platforms, crowd behavior, and narrative-driven flows are transforming the way markets function. Both a warning and an invitation, it offers fresh perspectives on the risks, opportunities, and the uncertain future of investing in the 21st century.