Found in 5 comments on Hacker News
TuringNYC · 2020-05-15 · Original thread
My favorite is Ernie Chen's "Quantitative Trading: How to Build Your Own Algorithmic Trading Business"

Warning: it is a lot of fun, thrilling, but hard to make money. My winning algos took a while to research, longer to automate, and often lost alpha quickly.

patrickk · 2012-09-24 · Original thread
I'm not the guy you asked the question of, but "algorithmic trading" is most likely trading the financial markets using technical indicators. Here's a book I read recently that provides a nice intro into the subject, with plenty of code examples sprinkled throughout:

and that authors blog:

rfurlan · 2011-11-02 · Original thread
Books I would recommend for beginners:

Evidence Based Technical Analysis:

Pairs Trading:

Quantitative Trading:

An Introduction to High Frequency Finance:

Trading and Exchanges: Market Microstructure for Practitioners:

I also wrote a couple of very introductory articles, sadly I never got past part #2:

I am could mentor 1-2 HN readers that are serious about getting into quant trading. Just let me know you are interested :)

SkyMarshal · 2011-01-31 · Original thread
Haven't read it yet, but it's sitting in my to-read statck:

Sounds like just an intro. Some of the other books Amazon recommends on that page might be worth checking out too.

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