Reddit reviews Trading Systems: A New Approach to System Development and Portfolio Optimisation

> Can you recommend any books on coding quant strategies?

http://www.quantstart.com/articles/quantitative-finance-reading-list

Favorites I've read so far:

• Inside the Black Box (if you're totally new to the concept)
  
  
• Quantitative Trading (the second book, Algorithmic trading goes deeper into implementing strategies, also good)
  
  
• Trading Systems (a GREAT book on implementation and the process of testing a strategy)
  
  
• Active Portfolio Management (Kind of a classic, more theory than implementation, requires some fundamental understanding of MPT, CAPM and related concepts. Good chapter on multi-factor risk models)
  
  Also
  
  
• Algorithmic Trading and DMA (Still on my bookshelf, haven't gotten around to reading it yet, but it's supposed to be the book on market microstructure, so if you'er interested in HFT or level-2 algos, this is a good starting point)
  
  Edit: Be prepared to spend about 3 months just randomly browsing Investopedia to crack through all the jargon :)
  
  Also, these guys have some pretty rockin' videos on on everything finance, from "WTF is an ETF?" to "WTF is a European Call Option?" to "How do I manage my pension?", especially useful if you're in the UK. The videos helped me a lot when I was getting started at my current job.
  
  https://www.youtube.com/user/MoneyWeekVideos/videos

I started my journey almost a year ago. I read many books but I found Trading Systems to be the best beginners book. In terms of algo trading, its a different beast on its own. Your biggest challenge is getting the data.

http://www-stat.stanford.edu/~tibs/ElemStatLearn/

http://www.amazon.ca/Trading-Systems-development-portfolio-optimisation/dp/1905641796

Tomasini's book is very good. If you don't like to pay there are torrents and pdfs floating around the web.

http://www.amazon.com/Trading-Systems-Development-Portfolio-Optimisation/dp/1905641796

this book?