Knowledgebase on Algorithimic Trading

[Guest Tresor]

Hello,

 

I much interested in readings about algo trading and just thought that it might be beneficial for those interested in this as well to have a place where we could share materials on this subject:

- articles,

- ebooks,

- educational websites

 

Just an example of such a website:

 

http://www.automatedtrader.net/

 

Frankly, I searched the Internet for ''algo trading''. There seems to be little on this :doh:

 

If you have any readings please share them here

 

Regards

[Guest forsearch]

Seems to be over 1.6 million hits on Google using "algo trading" as the keyword.

 

http://tinyurl.com/5nyah2

 

Give it a go and let us know if any of the links are useful for ya.

 

-fs

[Guest Tresor]

Seems to be over 1.6 million hits on Google using "algo trading" as the keyword.

 

http://tinyurl.com/5nyah2

 

Give it a go and let us know if any of the links are useful for ya.

 

-fs

 

Yeah, I've been there, seen there. There maybe 1.6 million links to algo trading, but 99.99% of it are just guys with suits and ties talking about how important algo trading is, but noone really speaks what algo trading is. These links have no real value.

 

Regards

[Guest forsearch]

Yeah, I've been there, seen there. There maybe 1.6 million links to algo trading, but 99.99% of it are just guys with suits and ties talking about how important algo trading is, but noone really speaks what algo trading is.

 

Regards

 

Well, now we're getting somewhere. At least we all know what you're really searching for now.

 

Good trading!

[Arbitrageur 10]

Have you looked in the Wilmott forums? lots of quants talking about many aspects of algorithms there

[Guest Tresor]

Thanks Arbitrageur,

 

Found some intersting references there

 

Regards

[darthtrader2.0 10]

Nucleaphynance has some good stuff too, less students asking questions than Wilmott but people are a bit more terse in their responses on there.

The real problem though is I don't think your going to find what your looking for exactly. If there is an advantage to auto trading its removing uncertainty from the strategy...because of that I pretty much operate from the perspective that if what is being talked about is very specific to the point you can impliment the idea in code, then it probly doesn't work.

The pairs trading book in the review section here is still the best quant intro i've found...keep in mind that the only reason it was probly published is because its 101 stuff that doesn't work anymore so it was safe to publish. It at least though gives a glimpse into the style of that kind of trading though with specifics.

[GammaJammer 10]

Three key barriers to your knowledge as far as I'm concerned.

 

1) The term 'algorithmic trading' encompasses an awfully wide scope of activities, some of which will have little or no interest to you. What it isn't is an activity that solely relates to the sort of 'systems trading' that retail traders think in terms of (i.e. simple m.a. crossover, that kind of thing). It is considerably more than that, both in breadth and depth of application.

 

2) The really interesting work is, by definition, proprietary in nature, and as such is closely guarded. No-one is gonna splatter this stuff all over the web - where's the upside?

 

3) Unless you actually work in this field chances are anything detailed enough to be useful is gonna sail right over most peoples' heads here. Not trying to be patronising, just telling it like I see it.

 

GJ

[Guest Tresor]

 

2) The really interesting work is, by definition, proprietary in nature, and as such is closely guarded. No-one is gonna splatter this stuff all over the web - where's the upside?

 

GJ

 

After making huge search with Google, I believe you are right here. There are even no case studies of unsuccesful algo stories

 

At the moment 99% of my algo trading knowledge comes from matlab webinar, which as you can imagine, is very very little.

 

Regards

[Guest forsearch]

After making huge search with Google, I believe you are right here. There are even no case studies of unsuccesful algo stories

 

At the moment 99% of my algo trading knowledge comes from matlab webinar, which as you can imagine, is very very little.

 

Regards

 

Try this google search.... should be something of note on case studies for algorithmic trading.

 

http://tinyurl.com/6cfcts

[asavage 10]

Have you looked in the Wilmott forums? lots of quants talking about many aspects of algorithms there

 

That is a great resource but it can get pretty sophisticated ...which is good since it keeps some people out who don't want to do the work

[Guest Tresor]

Hi asavage,

 

Yes, I know Wilmott. The stuff there is helpfull.

 

Regards