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Top 2-3 books that cover the basics of algo-trading? Something in-depth yet still accessible to the laymen

(Last Updated On: September 20, 2011)

Top 2-3 books that cover the basics of algo-trading? Something in-depth yet still accessible to the laymen.

1 day ago

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High Frequency Trading by Aldridge

Quantitative Trading – How to build your own Algorithmic Trading Business by E.P Chan (in my mind the best for laymen)

Inside the Black box by narang is ok too

so is all about high frequency trading by Durbin (good starting point for laymen)

 

Algorithmic Trading & DMA – An Introduction to direct access trading strategies by Barry Johnson.

 

Kestner and Aldridge (high frequency) are good textbooks as well, depending on what you mean by “laymen”! Other than that, Chan is a great non-technical introduction (both statistically and computationally)!

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

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