I have some programming background, and I'd like to try writing a program or algorithm to automatically trade stocks. I need to learn the mechanics of how this can be done. I need access to stock market data, and learn how people connect to the market to do the trading. Hopefully there are approaches that don't require a big investment to start experimenting.
Is there a book, website, or other source you would refer me to to start learing? I see several books on Amazon but it would be good if one of them has a good reputation or is a favorite among experienced people here.
Personally, I've also benefited from exploring open-source libraries like Pandas and Backtrader. They provide efficient ways to handle stock market data and implement trading strategies. Also, I would recommend searching for information on this site
https://gradesfixer.com/ here I found a lot of essays on different topics that helped me a lot.
Remember, success in algorithmic trading comes from continuous learning and refining your strategies through backtesting. It's an exciting journey, so enjoy the process, and don't hesitate to seek guidance from experienced traders in forums like Reddit's r/algotrading.
Thanks much,
Jim