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This category is curated by: Kris Longmore of Robot Wealth
Kris is a former engineer and hedge fund quant. He founded Quantify Partners and Robot Wealth, both of which facilitate the pursuit of his obsession with machine learning and algorithmic trading.
Successful Algorithmic Trading
(Direct Link to
Quant Start) *
(Direct Link to
Quant Start) *
Advanced Algorithmic Trading
(Direct Link to
Quant Start) *
(Direct Link to
Quant Start) *
The Evaluation and Optimization of Trading Strategies
Evidence-Based Technical Analysis: Applying the Scientific Method and Statistical Inference to Trading Signals
Algorithmic Trading and DMA: An introduction to direct access trading strategies
Trading and Exchanges: Market Microstructure for Practitioners
Finding Alphas: A Quantitative Approach to Building Trading Strategies
Quantitative Trading: How to Build Your Own Algorithmic Trading Business
Trading Systems: A new approach to system development and portfolio optimisation
Inside the Black Box: A Simple Guide to Quantitative and High Frequency Trading
Building Winning Algorithmic Trading Systems: A Trader’s Journey From Data Mining to Monte Carlo Simulation to Live Trading
The Leverage Space Trading Model: Reconciling Portfolio Management Strategies and Economic Theory
Quantitative Trading with R: Understanding Mathematical and Computational Tools from a Quant’s Perspective
Quantitative Investing: Strategies to exploit stock market anomalies for all investors
The Handbook of News Analytics in Finance
Trading Systems and Methods
Algorithmic Trading: Winning Strategies and Their Rationale
Foundations of Signal Processing
High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems
Handbook of High Frequency Trading
An Introduction to High-Frequency Finance
Empirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading
The Microstructure Approach to Exchange Rates
Market Microstructure Theory
All About High-Frequency Trading
Pairs Trading: Quantitative Methods and Analysis
Applied Quantitative Methods for Trading and Investment
Computational Intelligence: An Introduction
The Problem of HFT
Cycle Analytics for Traders
Rocket Science for Traders
Unholy Grails: A New Road to Wealth
(*) Note that Quant Start’s books are only available from their website. We are neither affiliated with Quant Start, nor compensated for this link. We simply enjoy promoting the work of the good guys.