What is your trading bible? Can you recommend some books with good ideas and concepts for developing trade strategies? I'll start - here are some books that I've read in the past months and can recommend: Ruey S. Tsay, Analysis of Financial Time Series. Introduces all important mathematical models of price series. David Aronson, Evidence-based Technical Analysis. Excellent, maybe a little too elaborate book about trader misconceptions and about testing trade strategies. Ernest P. Chan, Quantitative Trading. Quite informative book with many practical advices about strategy development. John F. Ehlers, Cybernetic Analysis for Stocks and Futures. Trading with signal processing methods. Some other books that were recommended to me, but I found them not really useful: Thomas Carr, Micro-Trend Trading for Daily Income. Contains some funny stories, but all micro-trend systems described in this book already fail in a simple backtest. Michael Harris, Profitability and Systematic Trading. Mostly trivialities, even some wrong or misleading statements. Only the last chapter about price patterns is a little better. Robert Pardo, Evolution and Optimization of Trading Strategies. What he writes of strategy testing is correct and all his advices are good, but the > 300 pages could be easily compressed to 10 pages. John J. Murphy, Technical Analysis of the Financial Markets. Was recommended to me as a classic, but is just a lengthy and uncritical description of technical indicators without insight in their theory or performance. Disclaimer: I'm not related to any of the authors and get no share of their book sales... Can you recommend (or advise against) other strategy books?