How to Learn Algorithmic Trading


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 and introductory topics, with bias to equity, exchange-traded derivatives, and FX. A caveat of this list is acknowledgment of the old adage that “there are no good books” and certainly none capture anywhere near the current state-of-the-art; that said, some books are better than none. This list focuses on those texts which build intuition, in preference to mathematical rigor. Each of the following is recommended, and a valued member of the Quantivity library.

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