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Quantiacs Reading List

This document provides resources for learning quantitative trading and algorithmic strategies. It includes videos and courses on topics like developing and testing quant strategies, computational investing, and financial engineering. Books are categorized from introductory texts on quant trading and building algorithms to more advanced books on machine learning strategies. Resources also cover Python and MATLAB coding, papers on recent quant research, forums for getting help, and sites for finding new trading ideas.

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desikudi9000
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514 views

Quantiacs Reading List

This document provides resources for learning quantitative trading and algorithmic strategies. It includes videos and courses on topics like developing and testing quant strategies, computational investing, and financial engineering. Books are categorized from introductory texts on quant trading and building algorithms to more advanced books on machine learning strategies. Resources also cover Python and MATLAB coding, papers on recent quant research, forums for getting help, and sites for finding new trading ideas.

Uploaded by

desikudi9000
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Reading

You read or wrote a book that should be on this list?


List
Email us: [email protected]

Videos & Courses

Quantiacs YouTube Channel


Presentations from experts on quantitative trading. Includes example
strategies, concepts, machine learning introduction, and introduction to
trading. Tailored towards beginners with no prior experience.

Developing and Testing Quant Strategies Podcast


Chat with Traders sits down with quant expert and author Ernie Chan,
who gives a breakdown of how quant trading strategies are developed,
tested, and executed on the market.

Computational Investing Course


Learn from Georgia Tech Professor Tucker Balch the basic principles
and algorithms used by hedge funds to maximize returns and reduce
risks. The course goes through market mechanics, analyzing data with
Python, and technical analysis techniques. Great online course for
beginners.

Financial Engineering Course Part 1 | Part 2


Columbia Universitys renowned quant introductory course thats
perfect for getting beginners up to speed with financial engineering.
Part 1 focuses on derivatives, financial instruments and the math
behind them while Part 2 dives into analyzing more complex
instruments.
Books
Introductory

Quantitative Trading: How to Build Your Own Algorithmic


Business
Ernie Chan provides the best introductory book for quantitative trading
and walks you through the process of creating trading algorithms in
MATLAB and Excel. Aimed at complete beginners, this book covers all
the main aspects of algorithmic trading.

Inside the Black Box


Rishi Narag presents a straightforward, math-free guide into the world
of quant hedge funds. It shows you how professional quants work and
outlines the requirements of and hallmarks of lucrative algorithmic
strategies. A highly approachable tutorial on quant best practices for
beginners.

Evaluation and Optimization of Trading Strategies


Automated trading expert Robert Pardo provides a practical guide on
developing, evaluating, and testing quantitative strategies. This book is
both a key introductory primer on optimization and a detailed expose of
trading strategies, making it applicable for any beginner.

Algorithmic Trading and DMA


Barry Johnson gives you the basic elements of market microstructure
and algorithmic trading. It bridges the gap between trading theory and
practice concrete examples. Great straightforward guide for beginners
that avoids too much extraneous economic theory.

Building Winning Algorithmic Trading Systems


Written by accomplished trader Kevin Davey, who walks you through
concrete rules and processes for generating and executing profitable
quant strategies. One of the few books to provide original trade ideas
and helps anyone get started with algorithmic trading.

Advanced

Algorithmic Trading: Winning Strategies and Their Rationale


Ernie Chans sequel to Quantitative Trading with a more in-depth
breakdown of trade analysis techniques and the math behind them. He
extensively teaches the strategies by implementing them in MATLAB,
making this a practical albeit slightly more complex approach to
becoming a quant.
Cybernetic Trading Strategies
Introductory analysis of neural nets and genetic algorithms, this book is
a primer on using machine learning methods for trading. Murray
Ruggiero provides concrete trade ideas that go beyond just technical
analysis.

General Trading & Strategies

Mechanical Trading Systems


Richard Weissman gives an in-depth tutorial of how to trade with
optimal mix of risk management and limited emotional exposure.
Weissman presents the discipline and guidance needed to profitably
execute short-term trades.

Technical Analysis of the Financial Markets


Fantastic reference for using technical analysis in trading. Provides
clear descriptions of all types of technical indicators and remains a
great read although intended as a semi-exhaustive reference.

Come Into My Trading Room


Fantastic first book for anyone new to trading. Dr. Alexander Elder
bridges the gap between market fundamentals and becoming profitable
from exploiting technical indicators.

Options, Futures, and Other Derivatives


Great first book for entering quantitative finance, and approaching it
from the mathematics side. John C. Hull has created the bible for
financial mathematics taught across all college courses.

Python Coding
Learn Python
An interactive Python tutorial intended for anyone to learn the
programming language. Live examples of code can be executed and
tested right in your browser.
Intro to Python for Data Science
An interactive Python course from Datacamp that introduces you to all
the toolkits and libraries used for data analysis. The online coding
environment and video introductions keep you engaged.

Think Python
A free online book thats aimed at teaching beginners how to become
python programmers. More in-depth and thorough introduction than the
interactive courses above.

Python for Data Analysis


Practical introductory book to scientific Python. Shows you all the tools
and problem-solving methods available for Python.

Python Data Science


Dataquest.io online course for learning Python as it applies to data
science. Great introduction to scientific/quant programming in Python.
Also has interactive in-browser code examples like LearnPython and
Datacamp.

Python for Beginners


Official Python links and documentation, not as intuitive as the options
above but gets the job done.

Advanced Material

Python Machine Learning


Great for those starting on their machine learning journey, this book is
packed with coding practice and examples to get you comfortable with
using Scikit-learn and Python.
MATLAB Coding
MATLAB Quick Start Guide
Quick and thorough online introduction to MATLAB with plenty of code
examples to get your footing. Most intuitive and straightforward
MATLAB intro available.

MATLAB: A Practical Introduction


Perfect guide for learning MATLAB if you have no programming
background. Systematic step-by-step approach makes this ideal for
beginners to MATLAB and programming.

Advanced Material

Financial Modelling: Theory, Implementation, and Practice


Great book for those already familiar with statistics and financial
engineering. Beginners should stay away while researchers may find a
lot of unexpected value from it.

Numerical Methods in Finance and Economics


Great MATLAB book, especially for quants. Code examples are in-
depth and instructive. Will require some math background, especially
experience Linear Algebra.

Papers
Most Popular Recent Quant Research Papers
Catalog of the most popular quantitative finance papers of the past
year. Great resource for researchers and those that want to expand that
quant knowledge.
Max Dama on Automated Trading
Considered one of the best introductions to algorithmic trading, a
densely packed 60 page paper.

Algorithmic Trading of Futures via Machine Learning


A 5-page breakdown of applying a simple machine learning model to
commonly used technical analysis indicators.

Getting Help
Automated Trading Forum Elite Trader
Great online community for posting beginner questions and finding
answers to common quant issues when just getting started.

Elite Automated Trading Forum futures.io


Another great online community that can be useful to beginners, but
generally has a varied mix of users with more experienced quants.

Quant StackExchange
Q&A site for quants with programming, financial math, and automated
trading help.

Finding Trade Ideas

Wilmott Forums
Founded by the quant Paul Wilmott, the forums are a great place to find
direction for new trade ideas.
Forex Factory
Good website for staying update on events in currency trading, and the
forums are another good source of trade strategies.

Steve Hopwoods Forex Forums


Another forum with a bustling community around Forex automated
trading systems.

Traders Laboratory
Active trading forum with space for beginners and sections dedicated to
technical analysis.

TheLion
Online trading community focused on all things Wall Street for traders
and investors, good place to learn about the markets.

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