Algorithmic Trading

What Hacker News says

1. rgbgraphJun 2023
   You will be better off going independent, than trying to break into the industry (unless your PhD was from a top program, and you're on the younger side).

   In that vein, Ernest P. Chan's books will give you the toolkit to begin, and then you can figure out the rest as-needed. Quantitative Trading (2nd), Chan I believe is the first in the series. Algorithmic Trading I believe is the second. And Machine Trading is the last.

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2. jcardenteOct 2011
   Ernie Chan's book, "Quantitative Trading: How to Build Your Own Algorithmic Trading Business ", is a good starting point. It's a nice blend of theory and pragmatic practice. Chan provides example implementations in Matlab to help readers get started.

   http://www.amazon.com/Quantitative-Trading-Build-Algorithmic...

   Chan's blog is informative as well,

   http://epchan.blogspot.com/

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3. hailerisDec 2019
   I feel like I'm way behind on fundamentals so mostly textbooks. I'm focused on CS, maths, and finance mainly, not sure I'll achieve this in a year, kind of my perpetual read this within 10 years list. I'm also interested in literature but prefer reading to enrich my knowledge and skills as opposed to reading for leisure :

   Maths:

   James Stewart's Precalculus

   Spivak's Calculus

   How to Solve It

   Godel, Escher, Bach: An Eternal Golden Braid

   I Am a Strange Loop

   Introduction to Linear Algebra

   Euclid's Elements

   The Principia: The Authoritative Translation and Guide: Mathematical Principles of Natural Philosophy

   CS:

   The Algorithm Design Manual

   Finish SICP

   Computer Networking: A Top Down Approach

   Computer Systems: A Programmer's Persepctive

   C Programming: A Modern Approach, 2nd Edition

   Operating Systems: 3 Easy pieces

   Advanced Programming in the UNIX Environment

   Hacking: The Art of Exploitation

   The Elements of Computing Systems: Building a Modern Computer from First Principles

   Compilers: Principles, Techniques, and Tools

   Lions' Commentary on Unix

   TCP/IP Illustrated

   Finance/Econ/Business:

   Liar's Poker

   Investor Z (Manga)

   Trading & Exchanges

   Dynamic Hedging: Managing Vanilla and Exotic Options

   Python for Finance: Mastering Data-Driven Finance

   Never Split the Difference: Negotiating as if Your Life Depended on it

   Alpha Masters

   Fooling Some of the People All of Time

   Dark Pools

   When Genius Failed

   Advances in Financial Machine Learning

   Algorithmic Trading

   Other:

   Getting Things Done: The Art of Stress-Free productivity

   Mythology: Timeless Tales of Gods and Heroes

   Chaos: Making a New Science

   Networks, Crowds, and Markets: Reasoning about a Highly Connected World

   Data and Reality: A Timeless Perspective on Perceiving and Managing Information in Our Imprecise World

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