Freebie: Algorithmic Trading and DMA book

Discussion in 'Trading' started by sle, Dec 22, 2017.

  1. sle


    This thing:

    Good intro to lower latency systematic stuff. Free if you pick it up in Manhattan before I throw it out.
    SimpleMeLike likes this.
  2. I'll trade you

    221bazookas and sle like this.
  3. Pretty solid book to give away!

    I have a copy ostensibly down the street from you, but when I first started lurking on this site I wish someone would've recommended this book.

    Hull would probably be considered esoteric by a lot of the folks here. Bergomi, Gatheral, Derman--not in ETs purview. This is not a math book. This is a book that could realistically contribute to bridging the gap between a capable but uninitiated engineer and an independent systematic futures or equity trader. In that respect I feel it's especially appropriate for the ET audience and applaud your generosity, @sle . Barry unpretentiously introduces a lot of the key concepts necessary for particularly a nascent equities trader to understand the machinics of execution, optimal trading, infra requirements, etc.
    sle likes this.
  4. sle


    The magazine or the girl? :)