Algo trading book with code examples

Discussion in 'Educational Resources' started by weibel, Aug 15, 2019.

  1. weibel

    weibel

    Is there a good book/web that provides a library of possible trading systems (system explanation, entry and exit criteria, trading logic etc.)? Something like book with examples of quantitative trading strategies similar to those available in Quantopian..
     
  2. pick a language first and a platform then go find code it's everywhere and plentiful. there is no better time for someone to learn than now. when i started we barely had computers, there was no internet, no classes and it would be decades before any school offered a computer class.
     
    MattZ likes this.
  3. H2O

    H2O

    This may get you started: https://quantocracy.com/books/
     
    soulfire and tommcginnis like this.
  4. raddo

    raddo

    it’s not a book per se, but I can point you to Quantpedia. it’s a database of ideas for quantitative trading strategies derived out of the academic research papers. some strategies are backtested and with codes written in QuantConnect framework.
     
    nooby_mcnoob likes this.
  5. patrickrooney

    patrickrooney Sponsor

    The ADL space of Trading Technologies Community has hundreds of algo snippets.

    https://community.tradingtechnologies.com/spaces/14/view.html
    adlsnip.png
     
    blueraincap and MarkBrown like this.
  6. shatteredx

    shatteredx

    Google Omega Research system trading and development club. They published 13 volumes of trading strategies along with tradestation source code several years back. Plenty of complete strategies involving RSI, moving averages, etc.

    Personally, I’ve been sifting through posts on Medium lately, trying to get started with python and machine learning techniques.
     
    blueraincap and fan27 like this.
  7. 2rosy

    2rosy



  8. Disclosure: I wrote a guest chapter for this book so I'm biased.

    GAT