Hi tradetwo! It looks we both are "newbies" here (at least based on post-count ). A good book on the subject seems to be: "Algorithmic Trading and DMA" by Barry Johnson. I have not read it myself, but it has some fairly decent reviews on Amazon. A book that has not been published yet, but looks promising is: "An Introduction to Algorithmic Trading: Basic to Advanced Strategies" by Leshik and Cralle. But, as you, I would definitely want to hear what the seasoned pros here recommends. Niels
99% of trading books suck only about 80% of programming books suck. Lesson - spend more money looking for good programming books.
Hi Rosy2! Personally, I would want to get to know more about both - but choosing between the two; I guess I would choose the technical part. Niels