Hi
I have recently read 'Trading Systems and Methods' by Perry Kaufman and 'Systematic Trading' by Robert Carver. Those were valuable books.
Can anyone suggest other valuable systematic and algorithmic trading books?
Thanks
In addition to the 2 books you pointed out, in these books there are complete codes in Easylanguage of various Trading Systems and they also teach how to create, optimize and test Trading Systems:
- The Ultimate Trading Guide (John R. Hill, George Pruitt, Lundy Hill)
- Trading Systems that Work (Thomas Stridsman)
- Building Winning Trading Systems with TradeStation (1st and 2nd edition) - (George Pruitt, John R. Hill)
- Cybernetic Analysis for Stocks and Futures (John Ehlers)
- Trading Systems - A New Approach To System Development (Urban Jaekle and Emilio Tomasini)
- Trend Following Systems (George Pruitt)
- Trading Systems, Secrets of the Masters (Joe Krutsinger)
- Rocket Science for Traders (John Ehlers)
- Beating the Financial Futures Market (Art Collins)
- Design, Testing, and Optimization of Trading Systems (Robert Pardo)