Gamestudio Links
Zorro Links
Newest Posts
Blobsculptor tools and objects download here
by NeoDumont. 03/28/24 03:01
Issue with Multi-Core WFO Training
by aliswee. 03/24/24 20:20
Why Zorro supports up to 72 cores?
by Edgar_Herrera. 03/23/24 21:41
Zorro Trader GPT
by TipmyPip. 03/06/24 09:27
VSCode instead of SED
by 3run. 03/01/24 19:06
AUM Magazine
Latest Screens
The Bible Game
A psychological thriller game
SHADOW (2014)
DEAD TASTE
Who's Online Now
4 registered members (Nymphodora, AndrewAMD, Quad, TipmyPip), 889 guests, and 6 spiders.
Key: Admin, Global Mod, Mod
Newest Members
sakolin, rajesh7827, juergen_wue, NITRO_FOREVER, jack0roses
19043 Registered Users
Previous Thread
Next Thread
Print Thread
Rating: 5
Page 1 of 3 1 2 3
Book list for automated trading #409553
10/19/12 09:11
10/19/12 09:11
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline OP

Chief Engineer
jcl  Offline OP

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
If traders can't make money with trading, they start a consulting firm, offer trading courses, and write trading books. Consequently there are tons of books about trading methods and systems; most are useless, some are worse. Fortunately, a few trading books have been written by competent authors. Here's a non-complete list of useful books about theory and practice of automated trading:

Murray R. Spiegel, Larry J. Stephens: Schaum's Outline of Theory and Problems of Statistics. Beginner's course into probability and statistics with lots of examples. Work through this book and you have all basic knowledge for understanding financial math.

Ruey S. Tsay, Analysis of Financial Time Series. If you read the Schaum's Outline book and hadn't had enough of mathematics, this is the hard stuff that introduces all important mathematical models of price series.

Urban Jaekle, Emilio Tomasini: Trading Systems. How to develop a trading strategy; the book walks you through every step from idea up to various optimization and money management methods. Highly recommended.

David Aronson, Evidence-based Technical Analysis. Excellent, but a little elaborate book about the theory of testing trade strategies. A classic.

Ernest P. Chan, Quantitative Trading. Insight in strategy testing and portfolio optimization with many practical advices.

John F. Ehlers, Cybernetic Analysis for Stocks and Futures. Trading from an engineer's perspective with signal processing methods. Comes with source code for all trading algorithms.

Ralph Vince, Handbook of Portfolio Mathematics. How to allocate your capital in an optimal way among different assets and strategies.

William R. Gallacher, Winner Take All. Although we don't agree to all of Gallacher's conclusions about trade strategies, this book (from 1994) is a funny read and an intelligent insight into the trading scene and its gurus. The author also describes a apparently profitable trade system and then shows why it won't work - unique for a trading book.

Robert Harris, The Fear Index. A must-read for any automated trader...

If you come across other useful trading books, please list them here!

Re: Book list for automated trading [Re: jcl] #410441
11/03/12 07:55
11/03/12 07:55
Joined: Nov 2012
Posts: 209
S
SFF Offline
Member
SFF  Offline
Member
S

Joined: Nov 2012
Posts: 209
What is the best book for C?

Re: Book list for automated trading [Re: SFF] #410453
11/03/12 11:16
11/03/12 11:16
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline OP

Chief Engineer
jcl  Offline OP

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
Start with George's tutorial, then continue with Sam's Teach Yourself C in 24 Hours. You can also find it online f.i. http://aelinik.free.fr/c/

Re: Book list for automated trading [Re: jcl] #412923
12/05/12 05:54
12/05/12 05:54
Joined: Nov 2012
Posts: 8
Singapore
discrete Offline
Newbie
discrete  Offline
Newbie

Joined: Nov 2012
Posts: 8
Singapore
The book "Cybernetic Analysis of Stocks and Futures" looks interesting, was this where you got all the formulae for the lowPass, highPass, Fisher transform, etc?

Re: Book list for automated trading [Re: discrete] #412942
12/05/12 11:33
12/05/12 11:33
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline OP

Chief Engineer
jcl  Offline OP

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
Yes, that one plus a standard engineering book about signal processing.

Re: Book list for automated trading [Re: jcl] #413236
12/10/12 16:48
12/10/12 16:48
Joined: Nov 2012
Posts: 209
S
SFF Offline
Member
SFF  Offline
Member
S

Joined: Nov 2012
Posts: 209
Can you recommend " Schaum's Outline of Signals and Systems, Second Edition
Hwei Hsu (Author)" for primer?

Also I am interested in a complex system such as Neural Networks and Fuzzy.

Re: Book list for automated trading [Re: SFF] #413335
12/12/12 11:05
12/12/12 11:05
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline OP

Chief Engineer
jcl  Offline OP

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
I do not know that particular book, but the Schaum's outline series can be generally recommended, especially when you what to learn something quick without much theory.

Re: Book list for automated trading [Re: jcl] #415153
01/14/13 13:05
01/14/13 13:05
Joined: Nov 2012
Posts: 209
S
SFF Offline
Member
SFF  Offline
Member
S

Joined: Nov 2012
Posts: 209

Re: Book list for automated trading [Re: SFF] #416272
01/29/13 22:31
01/29/13 22:31
Joined: Nov 2012
Posts: 209
S
SFF Offline
Member
SFF  Offline
Member
S

Joined: Nov 2012
Posts: 209
In order to understand John F. Ehlers' book, what mathematical knowledge do I need to understand in advance?

Re: Book list for automated trading [Re: SFF] #417071
02/08/13 01:46
02/08/13 01:46
Joined: Nov 2012
Posts: 209
S
SFF Offline
Member
SFF  Offline
Member
S

Joined: Nov 2012
Posts: 209
I can recommend this book to those who are interested in system/automated trading.
Rational Investment: Why System Trading is the Only Rational Way to Invest (Volume 1)
Mark I. Lee
http://www.amazon.com/exec/obidos/ASIN/0615604374/

By the way, The author's blog is here.
http://www.rtnlblog.net

Page 1 of 3 1 2 3

Moderated by  Petra 

Gamestudio download | chip programmers | Zorro platform | shop | Data Protection Policy

oP group Germany GmbH | Birkenstr. 25-27 | 63549 Ronneburg / Germany | info (at) opgroup.de

Powered by UBB.threads™ PHP Forum Software 7.7.1