Researching about Algorithmic Trading
- Ref: Recommended Books by neurotrader youtuber
- Categories: Introduction (beginner), Risk Management, Indicators, Strategies, Trading System Development, Essential Skills for Trading, Niche, Quant Trading.
- Systematic Trading by Robert Carver (beginner)
- Trading Systems and Methods by Perry J.Kaufman (intermediate)
- Advances in Financial Machine Learning by Marcos Lopez De Prado (advanced)
- The Leverage Space Trading Model by Ralph Vince (intermediate)
- The Mathematics of Money Management by Ralph Vince (intermediate)
- Rocket Science for Trader by John F. Ehlers (intermediate)
- Cybernetic Analysis for Stocks and Futures by John F. Ehlers (intermediate)
- Cycle Analytics for Traders by John F. Ehlers (beginner)
- Statistically Sound Indicators for Financial Market Prediction, algorithms in C++ (advanced)
- The Universal Tactics of Successful Trend Trading (beginner)
- Stocks on the Move by Andreas Clen (beginner)
- Cybernetic Trading Strategies (intermediate)
- Testing and Tuning Market Trading Systems (intermediate)
- Permutation and Randomization Tests for Trading System Development, algorithms in C++ (advanced)
- Numerical Recipes - The Art of Scientific Computing
- Assessing and Improving Prediction and Classification
- Data-Driven Science and Engineering
- Technical Analysis for Algorithmic Pattern Recognition
- Detecting Regime Change in Computational Finance for Data Science, ML and Algorithmic Trading
- Trading on Sentiment by Peterson
- Option Volatility and Pricing by Sheldon Natenberg
- Dynamic Hedging
- Frequently Asked Questions in Quantitative Finance (Second Edition) by Paul Wilmott
- Python for Data Analysis
- Introduction to Linear Algebra
- Advances in Active Portfolio Management
- Technical Analysis is Mostly Bullshit