Exploring the world of automated trading? Can anyone recommend a book or other resource?
I am a computer programmer with advanced skills. I am exploring the world of automated trading I am a little overwhelmed by the wealth of information. Can anyone recommend a book or other resource?
In my opinion, a very good book is “Trade your way to financial freedom” by Van K. Tharp
How about a book specifically about software design for trading?
I have this and found it very good;
I think the following book will point you in the right direction:
I don’t know about any books specific to software design for trading, but if you want to learn about trading I would recommend the following:
Algorithmic Trading and DMA by Johnson
The Futures Game by Teweles
The first gives an overview of the general concepts involved in algorithmic trading [from the basic types of algos to TCA to general concepts about trading platforms like messaging protocols etc…], the second is specific to futures markets but contains good advice about trading in general. I would consider it a must read before you decide to part with your money.
there are some good recommendations for books on the software side of trading on http://chrisdonnan.com