Month: December 2013

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Quantitative Trading: How to Build Your Own Algorithmic Trading Business by Ernie Chan

Summary

Good introduction to trading mechanically for yourself as a retail trader. Lower your expectations though as there is no top secret trading model disclosured. Matlab understanding useful but not necessary for a small part of the book. I would recommend this book if it is your first one on the subject.


Book Information

Quantitative Trading: How to Build Your Own Algorithmic Trading Business
Written by Ernie Chan

Rating

Useful
Original
Readable
Average

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Algorithmic Trading: Winning Strategies and Their Rationale by Ernie Chan

Summary

Good introductory text on algo trading with Matlab code example. Heavy on the technical side that beginners can learn from. If you are familiar with Matlab and interested in a career in the algo trading field, this book is for you.


Book Information

Algorithmic Trading: Winning Strategies and Their Rationale
Written by Ernie Chan

Rating

Useful
Original
Readable
Average

Continue reading “Algorithmic Trading: Winning Strategies and Their Rationale by Ernie Chan”

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Algorithmic Trading and DMA: An Introduction To Direct Access Trading Strategies by Barry Johnson

Summary

A good introduction to algorithmic trading. It is a guided tour of the algorithmic trading world. It is packed with information if you have the prerequisite background to understand the lingos used in the book. Lacking either one of the two background knowledges, programming / order routing (the technical side) and firm trading, will make it difficult to understand this book. Only recommending this book to those who are interested in the subject with at least one of the prerequisites.


Book Information

Algorithmic Trading and DMA: An Introduction To Direct Access Trading Strategies
Written by Barry Johnson

Rating

Useful
Original
Readable
Average

Continue reading “Algorithmic Trading and DMA: An Introduction To Direct Access Trading Strategies by Barry Johnson”