How to Learn Algorithmic Trading

Originally posted on Quantivity:
Readers seeking to learn quantitative / algorithmic trading often ask where to begin. As with any discipline, best approach is to get mentored by an expert. Short of that, read all the seminal works; ideally several times each. The following is a reading list intended for retail traders introducing standard terminology…

$ES_F (S&P500) / $6E_F (EURUSD) May-5th-2013

ES broke my trend line on short term timeframe on decent relative upside volume leaving a large gap to 1593 (on RTH chart). It had sold to 1577 after an ambiguous FOMC. I found it interesting that they talked about adding more QE (this is some new rhetoric). I really thought the ES was going…