Books About Automated Trading

[maxkamensky 10]

Good afternoon. I have recently started my diploma work in my university about trading robots on stock market. There are a lot of books about stock markets and automated trading systems, so i really need help here... I have started with Pardo and Barry Johnson's books and technical analysis by achelis. Are these bookes good enough? or can you recommend other books about strategies, indicators, theory or any other info, that would be helpful? Thank you!

[Galacticus 10]

Good afternoon. I have recently started my diploma work in my university about trading robots on stock market. There are a lot of books about stock markets and automated trading systems, so i really need help here... I have started with Pardo and Barry Johnson's books and technical analysis by achelis. Are these bookes good enough? or can you recommend other books about strategies, indicators, theory or any other info, that would be helpful? Thank you!

 

You can't expect to learn this stuff from books.

 

People writing books have absolutely no clue about that. None who is making $$$ with this stuff would ever think to waste a minute to write a sentence for a book :crap:

[maxkamensky 10]

You can't expect to learn this stuff from books.

 

People writing books have absolutely no clue about that. None who is making $$$ with this stuff would ever think to waste a minute to write a sentence for a book :crap:

 

 

that's really bad....but maybe you know some interesting open trading systems which i can use as exaxmples to compare them in my thesis? Cause I still do not know about my practical part of work...

[BlueHorseshoe 10]

that's really bad.......

 

Don't worry though, because it's also really incorrect!

 

Take a look at Thomas Stridsman or Emilio Tomassini. Also, the theory underlying a lot of the more high speed trading is widely published in academic papers. You could start searching around Hidden Markov models and Genetic Algorithms, if that kind of thing interests you.

 

Hope that helps!

 

BlueHorseshoe

[raul 10]

Not exactly a book but a tool to help automate trades:

Bloodhound by Shark Indicators - only runs on Ninja Trader, it does the programming for you, you chose your strategy, parameters, etc.

 

Also look up mql4, mql5 Tons of info in there.

[trade_canada 10]

In my opinion 'automated trading' is such a competitive field that most things currently written in books won't give you an edge. I think that reading well respected books on market structure, quantitative financial modelling, programming (C, C#, C++, Java, Python, R, etc.), and data mining/analysis would give you a much more well rounded view of the automated trading environment rather than reading books that try and cover the whole topic. The SSRN also has tons of papers written on quantitative trading, also check out nuclear phynance (sorry to the mods for mentioning another forum). I don't have time to go through and pick out titles for you, but if you spend an hour on google and amazon you could probably come up with the same list that I'd give you.