Reddit reviews Algorithmic Trading: Winning Strategies and Their Rationale (Wiley Trading)
We found 3 Reddit comments about Algorithmic Trading: Winning Strategies and Their Rationale (Wiley Trading). Here are the top ones, ranked by their Reddit score.
Probably start with something like:
And then you decide whether you are going to focus on one of the two primary trading strategies (mean reversion or momentum) and focus on that one for a bit.
And that's assuming you have the programming knowledge to implement a system that can handle this of course - otherwise I'd go start with C# or C++ until further notice.
start with Ernie Chan books:
https://www.amazon.com/Quantitative-Trading-Build-Algorithmic-Business-ebook/dp/B001FA0GGC/ref=pd_sim_351_1?_encoding=UTF8&psc=1&refRID=YW0KEW4KJ3AB1T5JR1V2
https://www.amazon.com/Algorithmic-Trading-Winning-Strategies-Rationale-ebook/dp/B00CY5HC0U/ref=la_B01E9JHNFW_1_1?s=books&ie=UTF8&qid=1517785841&sr=1-1
https://www.amazon.com/Machine-Trading-Deploying-Computer-Algorithms-ebook/dp/B01N7NKVG0/ref=pd_sim_351_3?_encoding=UTF8&psc=1&refRID=YW0KEW4KJ3AB1T5JR1V2
he covers most things that are considered standard. Try to backtest every idea in the book yourself. When it does not work, start thinking why and how you can improve it.
[Link for the lazy] (https://www.amazon.com/Algorithmic-Trading-Winning-Strategies-Rationale-ebook/dp/B00CY5HC0U/)