Recommended reading
- This topic has 6 replies, 5 voices, and was last updated 6 years ago by
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I read a lot books on algorithmic trading (and also trading in general) and always search for new books that can teach me something. So I thought it might be of interest for others too and thought to start a thread where we can present books we read and found useful.
I think we should always include at least title, author, a link to amazon where one can buy the book and maybe 1-2 sentences about why you recommend the book.
I will make the beginning:
Building Winning Algorithmic Trading Systems from Kevin Davey
https://www.amazon.com/Building-Winning-Algorithmic-Trading-Systems/dp/1118778987
This book describes the authors way to strategy development. He has a pretty mechanical approach to avoid
curve fitting which I found very useful. It also explains monte carlo simulations and gives one really a roadmap to follow for strategy development.
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So Despair, ich hab mir das erstgenannte Buch mal bestellt. Deine Empfehlung soll ja nicht vergebens gewesen sein.
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links making some selection:
- https://www.tradingsetupsreview.com/top-10-price-action-trading-books/
- http://empirica.io/blog/books-on-algorithmic-trading/
- http://quantocracy.com/books/
- https://www.quantinsti.com/blog/essential-books-algorithmic-trading/
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As a beginner Trading Systems and Methods by P. Kaufman was quite insightfull.
Sorry, I can’t link correct on mobile:
http://eu.wiley.com/WileyCDA/WileyTitle/productCd-1118043561.html
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