Quant Books on Algorithmic Trading

(Last Updated On: March 2, 2012)

Quant Books on Algorithmic Trading

Hi,

What books would you recommend on algorithmic trading? In particular, I’m interesting in reading about feature modeling (e.g. coming up with strategies) and back testing strategies.

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The Evaluation and Optimization of Trading Strategies gives some basic fundamentals

 

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I just finished “Cybernetic Trading Strategies: Developing a Profitable Trading System with State-of-the-Art Technologies”. It’s an older book but it gives a good starting point on how to model, test and deploy a strategy. I found it very informative.

 

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Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at youtube.com/quantlabs