Quantitative Strategies Books?

VicTrader · May 23, 2004

Hi there,
Could someone recommend a quantitative trading strategies book? I'm new to this kind of stuff so an introductory level would be suitable.
Thanks in advance.

VicTrader · May 26, 2004

anyone?

...push

pisspotpete · May 26, 2004

You might have a look at this one:

http://www.amazon.com/exec/obidos/A...5582592/sr=2-1/ref=sr_2_1/103-7793847-9927812

and the two by Vic Niederhoffer have plenty of those sort of ideas.

spongebob · May 26, 2004

check out Hank's recommendations

here --> http://www.wilmott.com/messageview.cfm?catid=11&threadid=15130&FTVAR_MSGDBTABLE=

rwk · May 26, 2004

In "The Predictors", author Thomas Bass talks about how a group of physicists used chaos theory to crack Wall Street. There's not much math in the book, but it was a very entertaining read. Maybe it will point you in the right direction.
http://www.amazon.com/exec/obidos/t...f=sr_1_1/103-5893638-0093434?v=glance&s=books

The physicists have a Web site:
http://www.predict.com/

c_verm · May 26, 2004

Quote from VicTrader:

Hi there,
Could someone recommend a quantitative trading strategies book? I'm new to this kind of stuff so an introductory level would be suitable.
Thanks in advance.

Big trends in trading has several profitable quantitative strategies for position/ swing trading. They provide the results, charts, and input for Trade station so you can put the trading strategy on you computer and trade with it. Not a bad book for $20. you can get creative and mix a few things and turn the proven strategies into even better ones with a little time and effort.

http://www.invest-store.com/cgi-bin/reactiontrader-bin/category.cgi?page=best

vikana · May 26, 2004

The Hedge Fund Edge by Mark Boucher has several very good quantitative strategies.

VicTrader · May 26, 2004

Thank you guys! I will check them out and decide which one to read first.

OddTrader · May 31, 2004

http://finmath.com/

http://finmath.com/Chicago/FMTrading/Trading.html

nononsense · May 31, 2004

Quote from VicTrader:

Hi there,
Could someone recommend a quantitative trading strategies book? I'm new to this kind of stuff so an introductory level would be suitable.
Thanks in advance.

Hi Vic,

With "quantitative" you probably mean little cute recipies that truly work. This in contrast to "qualitative", i.e. vaporous mumbojumbo to make simpletons dream of getting rich the easy way.

My friend, you're not going to find your "quantitative" stuff for a few bucks. I don't mean to be discouraging, simply giving you my honest advice.

Be good,

nononsense