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Books on algorithmic trading
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1 |
Building Winning Algorithmic Trading Systems: A Trader's Journey From Data Mining to Monte Carlo Simulation to Live Trading
by
Kevin J. Davey (Goodreads Author)
4.04 avg rating — 239 ratings
score: 281,
and
3 people voted
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2 |
Quantitative Trading: How to Build Your Own Algorithmic Trading Business
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3.75 avg rating — 735 ratings
score: 195,
and
2 people voted
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3 |
The Science of Algorithmic Trading and Portfolio Management: Applications Using Advanced Statistics, Optimization, and Machine Learning Techniques
by
3.83 avg rating — 24 ratings
score: 190,
and
2 people voted
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4 |
Algorithmic Trading And DMA: An Introduction To Direct Access Trading Strategies
by
3.87 avg rating — 155 ratings
score: 188,
and
2 people voted
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4 |
Systematic Trading: A unique new method for designing trading and investing systems
by
Robert Carver (Goodreads Author)
4.03 avg rating — 247 ratings
score: 188,
and
2 people voted
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6 |
Successful Algorithmic Trading
by
3.83 avg rating — 41 ratings
score: 182,
and
2 people voted
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6 |
Advanced Algorithmic Trading
by
really liked it 4.00 avg rating — 22 ratings
score: 182,
and
2 people voted
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8 |
Statistically Sound Machine Learning for Algorithmic Trading of Financial Instruments: Developing Predictive-Model-Based Trading Systems Using TSSB
by
3.07 avg rating — 15 ratings
score: 100,
and
1 person voted
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9 |
Inside the Black Box: The Simple Truth About Quantitative Trading
by
3.73 avg rating — 530 ratings
score: 99,
and
1 person voted
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9 |
Algorithmic and High-Frequency Trading
by
3.93 avg rating — 41 ratings
score: 99,
and
1 person voted
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11 |
Inside the Black Box: A Simple Guide to Quantitative and High-Frequency Trading (Wiley Finance Book 885)
by
3.73 avg rating — 530 ratings
score: 98,
and
1 person voted
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12 |
Algorithmic Trading: Winning Strategies and Their Rationale
by
3.85 avg rating — 306 ratings
score: 96,
and
1 person voted
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13 |
Algorithmic Trading: Winning Strategies and Their Rationale
by
3.85 avg rating — 306 ratings
score: 94,
and
1 person voted
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13 |
Machine Trading: Deploying Computer Algorithms to Conquer the Markets
by
3.68 avg rating — 19 ratings
score: 94,
and
1 person voted
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15 |
Algorithmic Trading: Strategies to Avoiding Market Pitfalls
by
3.85 avg rating — 306 ratings
score: 93,
and
1 person voted
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15 |
Testing and Tuning Market Trading Systems: Algorithms in C++
by
Timothy Masters (Goodreads Author)
4.15 avg rating — 13 ratings
score: 93,
and
1 person voted
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17 |
Statistically Sound Indicators For Financial Market Prediction: Algorithms in C++
by
Timothy Masters (Goodreads Author)
4.11 avg rating — 9 ratings
score: 92,
and
1 person voted
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18 |
Permutation and Randomization Tests for Trading System Development: Algorithms in C++
by
Timothy Masters (Goodreads Author)
4.43 avg rating — 7 ratings
score: 91,
and
1 person voted
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19 |
Optimal Trading Strategies: Quantitative Approaches for Managing Market Impact and Trading Risk
by
3.33 avg rating — 12 ratings
score: 90,
and
1 person voted
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20 |
Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization
by
3.17 avg rating — 6 ratings
score: 89,
and
1 person voted
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21 |
Inside the Black Box: A Simple Guide to Quantitative and High-Frequency Trading
by
3.82 avg rating — 179 ratings
score: 84,
and
1 person voted
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22 |
Cybernetic Trading Strategies: Developing a Profitable Trading System with State-of-the-Art Technologies
by
3.69 avg rating — 13 ratings
score: 83,
and
1 person voted
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23 |
Design, Testing, and Optimization of Trading Systems
by
4.08 avg rating — 25 ratings
score: 82,
and
1 person voted
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24 |
The Evaluation and Optimization of Trading Strategies
by
3.76 avg rating — 63 ratings
score: 81,
and
1 person voted
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25 |
Computerized Trading: Maximizing Day Trading and Overnight Profits
by
Mark Jurik (Editor)
3.09 avg rating — 11 ratings
score: 80,
and
1 person voted
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26 |
Practical Applications of Evolutionary Computation to Financial Engineering: Robust Techniques for Forecasting, Trading and Hedging (Adaptation, Learning, and Optimization, 11)
by
4.50 avg rating — 2 ratings
score: 79,
and
1 person voted
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27 |
Modeling Trading System Performance: Monte Carlo Simulation, Position Sizing, Risk Management, and Statistics
by
Howard B. Bandy (Goodreads Author)
3.96 avg rating — 25 ratings
score: 78,
and
1 person voted
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28 |
Foundations of Trading: Developing Profitable Trading Systems using Scientific Techniques
by
Howard B. Bandy (Goodreads Author)
4.37 avg rating — 19 ratings
score: 77,
and
1 person voted
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29 |
Quantitative Trading Systems
by
Howard B. Bandy (Goodreads Author)
4.27 avg rating — 51 ratings
score: 76,
and
1 person voted
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29 books ·
3 voters ·
list created September 25th, 2017
by Vaibhaw Chandel (votes) .
People Who Voted On This List (3)
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