Welcome to my online repository of research and insights on automated trading system development
This is the list of my real-life library dedicated to building automated trading systems. Please feel free to suggest your book recommendations or any additional info using the comments section below.
| – TRADING SYSTEMS – | |
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Evidence-based Technical Analysis Essential read for testing methodologies, covering results significance and data mining bias, etc. A “must-have” for the serious system developer Check my review/summary Look up on Amazon US | CA | UK |
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New Trading Systems and Methods – Perry Kaufman An encyclopedic (1,000+ pages) review of Systems Ideas and Methods –No review/summary yet– Look up on Amazon US | CA | UK |
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Quality Money Management – Benjamin Van Vliet & Andrew Kumiega Best practices in Systematic Trading Technology. Build it with Quality! –No review/summary yet– Look up on Amazon US | CA | UK |
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Trading Systems and Money Management – Thomas Stridsman Presents a strong approach to developing Trading Systems integrating Money Management concepts –No review/summary yet– Look up on Amazon US | CA | UK |
| – MONEY MANAGEMENT – | |
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Money Management Strategies for Futures Traders – Nauzer Balsara Complete introduction to the essential concept of Money Management. Check my review/summary Look up on Amazon US | CA | UK |
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The Handbook of Portfolio Mathematics – Ralph Vince Essential reading for Optimal Allocations and Leverage! –No review/summary yet– Look up on Amazon US | CA | UK |
| – TREND FOLLOWING – | |
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Trend Following – Michael Covel See Why and How Trend Following works. Over a dozen of top CTAs covered. –No review/summary yet– Look up on Amazon US | CA | UK |
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The Complete Turtle Trader – Michael Covel The Turtle story and their complete rules –No review/summary yet– Look up on Amazon US | CA | UK |
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Way of the Turtle – Curtis Faith The Turtle experiment from the inside – told by a Turtle! –No review/summary yet– Look up on Amazon US | CA | UK |
| – TRADERS INSIGHTS – | |
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Market Wizards – Jack Schwager Legendary interviews of top traders. Inspirational and “motivation-kicker”! –No review/summary yet– Look up on Amazon US | CA | UK |
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The New Market Wizards – Jack Schwager Schwager strikes back! You’ll re-read him often. –No review/summary yet– Look up on Amazon US | CA | UK |
| – MARKETS, RISK AND CHANCE – | |
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The (mis)behavior of Markets – Benoit Mandelbrot A fractal view of Risk, Ruin and Reward –No review/summary yet– Look up on Amazon US | CA | UK |
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The Black Swan – Nasim Taleb Taleb re-writes the rules of risk. An excellent perspective on conventionally accepted concepts –No review/summary yet– Look up on Amazon US | CA | UK |
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Fooled by Randomness – Nasim Taleb The hidden role of Chance in Life and the Markets –No review/summary yet– Look up on Amazon US | CA | UK |
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The Drunkard’s Walk – Leonard Mlodinow The hidden role of Chance in Life and the Markets –No review/summary yet– Look up on Amazon US | CA | UK |
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A Random Walk Down Wall Street – Burton Malkiel The original classic claiming Efficiency in the Markets –No review/summary yet– Look up on Amazon US | CA | UK |
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A Non-Random Walk Down Wall Street – Andrew lo & Craig MacKinlay Collection of academic papers on Efficiency Market Theory –No review/summary yet– Look up on Amazon US | CA | UK |
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When Genius Failed – Roger Lowenstein How mis-understanding of Risk and Money Management drove LTCM to their graves. Fascinating! –No review/summary yet– Look up on Amazon US | CA | UK |
| – OTHER – | |
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Schwager on Futures Managed Trading – Jack Schwager In-depth investigation into the Managed Futures/CTA industry –No review/summary yet– Look up on Amazon US | CA | UK |
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Starting Out in Futures Trading – Mark Powers Learn the ropes of Futures Trading: a Beginner’s reference. –No review/summary yet– Look up on Amazon US | CA | UK |
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DeMark Indicators Jason Perl The clearest presentation of all TD indicators –No review/summary yet– Look up on Amazon US | CA | UK |
Nice recommended reading list, I’ve got a few of those titles in my collection and everyone of them is good.
hai nice library collection me a fca from india trading stock markets for the last 20 years at present doing serious system trading which are producing over 60% roi in last 2 years on business models developed by myself regards