Inside the Black Box: The Simple Truth About Quantitative Trading (Wiley Finance) cover
Inside the Black Box: The Simple Truth About Quantitative Trading (Wiley Finance)
by Rishi K. Narang
Description: Inside the Black Box: The Simple Truth About Quantitative Trading (Wiley Finance) presents an explanation and classification of quantitative trading strategies, offering insights into how algorithmic models are developed and implemented in financial markets
ISBN: 0470432063
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tiffani · 2010-11-28 · Original thread
Hadn't started implementing any systems yet, but earlier this year I ordered these and they've been ultra-educational at least for figuring out how to get started, vocabulary, etc.:

High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems http://www.amazon.com/gp/product/0470563761

Inside the Black Box: The Simple Truth About Quantitative Trading http://www.amazon.com/gp/product/0470432063

Quantitative Trading: How to Build Your Own Algorithmic Trading Business http://www.amazon.com/gp/product/0470284889