Best Algo Trading books
- Thread starter Darc
- Start date
I'm guessing self depreciating humour is beyond you. Perhaps contribute constructively to the thread.
I’m confused what you want to learn? A coding language? Setting up a systematic trading strategy?
Setting up a system trading strategy.
A word of caution, this recommendation is not for the faint of heart. But if you're dead serious there's really only one way to go:
SICP is basically the gold standard text. And you can watch the lectures via youtube...
https://www.youtube.com/playlist?list=PL7BcsI5ueSNFPCEisbaoQ0kXIDX9rR5FF
Thanks for that!
Sure. If you're a bit more old school, which I am, you can view the lectures from '86 instead (or in addition):
Pretty much every single book about algorithmic trading is a programming book. They go through very basic systems in order to develop the code to automate triggers that would control the strategy. They cannot go into a very deep strategy, otherwise they would lose their audience pretty quickly, so the systems they present are useless.
Then they have to choose a language and a broker to automate the example that they want to present and if you want to choose any other language or broker, that book is useless for you.
You will be way better trying to automate any trading idea that you might come across with and become familiar with your brokers' API.
On every algo you need triggers in order to set up your actions, so start by getting familiar with the API or any of the brokers you want to use and lay out a pseudo code with a few sentences. That's exactly what these books do, step by step.
In case you still want to read something, look for Ernest P. Chan books
Then they have to choose a language and a broker to automate the example that they want to present and if you want to choose any other language or broker, that book is useless for you.
You will be way better trying to automate any trading idea that you might come across with and become familiar with your brokers' API.
On every algo you need triggers in order to set up your actions, so start by getting familiar with the API or any of the brokers you want to use and lay out a pseudo code with a few sentences. That's exactly what these books do, step by step.
In case you still want to read something, look for Ernest P. Chan books
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