Machine 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. jason_slackApr 2018
   Here are the books on my desk:

   C++:

   "The C++ Programming Language", Stroustrup

   "Programming: Principles and Practice Using C++", Stroustrup

   Quant:

   "Quantitative Trading", Dr. Ernest Chan

   "Algorithmic Trading", Dr. Ernest Chan

   "Machine Trading: Deploying Computer Algorithms to Conquer the Markets", Dr. Ernest Chan

   "Advances in Financial Machine Learning", Marcos Lopez de Prado

   "Options, Futures and Other Derivatives (10th edition)", John C. Hull

   Buddhism:

   "Open Heart, Clear Mind", Thubten Chodron

   "Buddhism For Beginners", Thubten Chodron

   "Working with Anger", Thubten Chodron

   Reading For Pleasure:

   "Naked Statistics", Charles Wheelan

   "Algorithms to Live By", Brian Christian and Tom Griffiths

   "Dark Pools"

   "The Quants", Scott Patterson

   "The Physics Of Wall Street", James Owen Weatherall

   Plus some Chinese books, I wont bore with the details, unless anyone wants to know. Fun Fact, while I was in China for 8 weeks in late 2017 I bought 60 Chinese books and stuffed them in a suitcase. It cost me $4,000RMB (~$604 USD) to check all of my stuff and purchases home :-)

   The Math books are:

   "Discrete math", Susan Epp

   "Discrete with Ducks"

   various Calc books. If you want to learn math, find books that work for you. We all learn differently here.

   My opinion: The Chan books are just amazing. Thought provoking and motivational. I am still reading the Prado book.

   My opinion 2: If you ever want to slow down in life and learn what you are about, read about Buddhism. I'm not trying to start a flame war. It just works for me. It isn't being told what to believe because that is the way it is. I feel Buddhism lets me explore myself to find the right answers that work for me. Since studying my anger levels are in check. I am a better Husband. My wife comes first always.

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