I'll admit right up front that this is new to me, but my recent discussions with one of ET's most worthwhile contributors have piqued my curiosity. So...can anyone recommend some good books for gaining an understanding of automated trading, trading with bots, automated systems development and design? Thanks for any help!
Here is a free one right on ET! I got the book years ago as a free gift for trying TS2000i or something, but it is a decent intro to this stuff. I've heard that Charlie didn't do well managing money (but it might not be true), still, I think it is worth reading. And heck, the price is right. http://www.elitetrader.com/tr/ For a more expensive and exhaustive education, get anything by Perry Kaufman. http://amazon.com/s/ref=br_ss_hs/00...ce-above&keywords=Perry+Kaufman&Go.x=6&Go.y=9 edit: not strictly autosystem trading, but you have to start somewhere...
"Design, Testing, and Optimization of Trading Systems" by Robert Pardo: http://www.amazon.com/gp/product/0471554464/102-2413638-7469731?v=glance&n=283155 "The Encyclopedia of Trading Strategies" by Jeffrey Owen Katz, Donna L. McCormick: http://www.amazon.com/gp/product/0070580995/102-2413638-7469731?v=glance&n=283155