Algorithmic Trading (29 books)

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	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
2	Quantitative Trading: How to Build Your Own Algorithmic Trading Business by Ernest P. Chan 3.75 avg rating — 735 ratings score: 195, and 2 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
3	The Science of Algorithmic Trading and Portfolio Management: Applications Using Advanced Statistics, Optimization, and Machine Learning Techniques by Robert Kissell 3.83 avg rating — 24 ratings score: 190, and 2 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
4	Algorithmic Trading And DMA: An Introduction To Direct Access Trading Strategies by Barry Johnson 3.87 avg rating — 155 ratings score: 188, and 2 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
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	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
6	Successful Algorithmic Trading by Michael L. Halls-Moore 3.83 avg rating — 41 ratings score: 182, and 2 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
6	Advanced Algorithmic Trading by Michael L. Halls-Moore really liked it 4.00 avg rating — 22 ratings score: 182, and 2 people voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
8	Statistically Sound Machine Learning for Algorithmic Trading of Financial Instruments: Developing Predictive-Model-Based Trading Systems Using TSSB by David Aronson 3.07 avg rating — 15 ratings score: 100, and 1 person voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
9	Inside the Black Box: The Simple Truth About Quantitative Trading by Rishi K. Narang 3.73 avg rating — 530 ratings score: 99, and 1 person voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
9	Algorithmic and High-Frequency Trading by Álvaro Cartea 3.93 avg rating — 41 ratings score: 99, and 1 person voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
11	Inside the Black Box: A Simple Guide to Quantitative and High-Frequency Trading (Wiley Finance Book 885) by Rishi K. Narang 3.73 avg rating — 530 ratings score: 98, and 1 person voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
12	Algorithmic Trading: Winning Strategies and Their Rationale by Ernie Chan 3.85 avg rating — 306 ratings score: 96, and 1 person voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
13	Algorithmic Trading: Winning Strategies and Their Rationale by Ernest P. Chan 3.85 avg rating — 306 ratings score: 94, and 1 person voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
13	Machine Trading: Deploying Computer Algorithms to Conquer the Markets by Ernest P. Chan 3.68 avg rating — 19 ratings score: 94, and 1 person voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
15	Algorithmic Trading: Strategies to Avoiding Market Pitfalls by Ernest P. Chan 3.85 avg rating — 306 ratings score: 93, and 1 person voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
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	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
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	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
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	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
19	Optimal Trading Strategies: Quantitative Approaches for Managing Market Impact and Trading Risk by Robert Kissell 3.33 avg rating — 12 ratings score: 90, and 1 person voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
20	Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization by Xin Guo 3.17 avg rating — 6 ratings score: 89, and 1 person voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
21	Inside the Black Box: A Simple Guide to Quantitative and High-Frequency Trading by Rishi K. Narang 3.82 avg rating — 179 ratings score: 84, and 1 person voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
22	Cybernetic Trading Strategies: Developing a Profitable Trading System with State-of-the-Art Technologies by Murray A. Ruggiero 3.69 avg rating — 13 ratings score: 83, and 1 person voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
23	Design, Testing, and Optimization of Trading Systems by Robert Pardo 4.08 avg rating — 25 ratings score: 82, and 1 person voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
24	The Evaluation and Optimization of Trading Strategies by Robert Pardo 3.76 avg rating — 63 ratings score: 81, and 1 person voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
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	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
26	Practical Applications of Evolutionary Computation to Financial Engineering: Robust Techniques for Forecasting, Trading and Hedging (Adaptation, Learning, and Optimization, 11) by Hitoshi Iba 4.50 avg rating — 2 ratings score: 79, and 1 person voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
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	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
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	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
29	Quantitative Trading Systems by Howard B. Bandy (Goodreads Author) 4.27 avg rating — 51 ratings score: 76, and 1 person voted	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars