book shelf

mind · Mar 22, 2004

Quote from VicTrader:

Wonderful list!
Besides the list, I recommand:

1. Trade Like a Hedge Fund: 20 Successful Un-correlated Strategies & Techniques to Winning Profits.
Author: James Altucher

2. Design, Testing, and Optimization of Trading Systems
by Robert Pardo

funny you meniton the prado peace. i had the feeling that someone fills a book with tables and save the effort writing anything. by tables i mean all kinds of things, including data as such (if i remember correctly). i found it a waste but you are the second person on ET who recommends it.

mind · Mar 22, 2004

sorry to mister prado. i mixed him up with clifford sherry.

Walther · Mar 23, 2004

Quote from mind:

i have two newbies within my team and i want to feed them with best information about the markets to enable a steep productivity curve. one is c++ pro, the other is mathematician with c++ know how as well. both already programmed some trading systems.

it's been a while since i bought trading books and i am definitely not up-to-date. this is why i would like to ask if you could tell me your favourite books which you think should be on the book shelf of a systematic trading operation.

i place this here within trading, since i hope for some reaction before it is moved somewhere else, where there is less noise.

thnx

Get them some geometry books, there lies the truth . If you want to know the future .

mind · Mar 23, 2004

walter

we are building quant strategies. i am not sure that this matches well with geometry. which books would you recommend?

peace

easyguru · Mar 23, 2004

Modern Investment Management: An Equilibrium Approach
by Bob Litterman (Author), Quantitative Resources Group (Author)
http://www.amazon.com/exec/obidos/tg/detail/-/0471124109/102-5236522-3408928?v=glance
Bob Litterman and Goldman Sachs Asset Managementâs Quantitative Resources Group have authored this book. Over 22 well-respected and renowned Goldman Sachs Asset Management investment professionals contributed chapters. Bob Litterman is head of Goldman Sachs Asset Managementâs Quantitative Resources Group.

marketsurfer · Mar 23, 2004

Quote from mind:

walter

we are building quant strategies. i am not sure that this matches well with geometry. which books would you recommend?

peace

in europe what he is refering to is called "structural analysis"

something old made new again.....

surfer

Walther · Mar 23, 2004

Quote from marketsurfer:

in europe what he is refering to is called "structural analysis"

something old made new again.....

surfer

You are saying it like old is not good ..
Pythagoras, Newton, Fermi, Bohr & co. = still good and valid probably for ever .
I go a few steps past " structural analysis "

marketsurfer · Mar 23, 2004

Quote from Walther:

You are saying it like old is not good ..
Pythagoras, Newton, Fermi, Bohr & co. = still good and valid probably for ever .
I go a few steps past " structural analysis "

no. you misunderstand me. old is not bad.

genejef · Mar 24, 2004

Hi, mind

-What markets you want to trade, Futures or/and Stocks?
-What subject are of interest to you? TA, Trading Systems, etc.
Than, I will give you a short list of useful books. I understend you are no using TradeStation.

mind · Mar 24, 2004

Quote from genejef:

Hi, mind

-What markets you want to trade, Futures or/and Stocks?
-What subject are of interest to you? TA, Trading Systems, etc.
Than, I will give you a short list of useful books. I understend you are no using TradeStation.

we are currently trading sp500 stocks on a market neutral basis using price only. we are doing some research on intraday futures - 18 markets minute data. plus some research on daily futures data. we have some indication that our equity tradng should work on nikkei 225 stocks as well - currently checking brokerage.

we are using very simple methods as well as more sophisticated analysis. but none of us is a real "trader" in the sense of sitting in front of the screen all day - which i see as the biggest handicap within the team at the moment.

g