What are you favorite books and/or websites on strategy trading?

Discussion in 'Strategy Building' started by frank123, Jul 11, 2003.

  1. frank123


    I've been a discretionary trader and technical trader. Now I'd like to progress to strategy trading and I'd like to start by reading some books or websites.

    What are you favorite books and/or websites on strategy trading? You response is highly appreciated.

  2. What exacty is strategy trading?
  3. I recomend "Street Smarts". Ive read over a hundred books on trading. Donated all of them to the local library except this one. It doesnt cover everything but its a great foundation, imo.
  4. frank123


    Strategy trading is a trading method that uses objective, quantifiable entry and exit rules that have been validated using historical data.

    See the "training" section here on ET webstie.


  5. Trading Systems that Work - Thomas Stridsman (also look for his new book to be released in August)

    The book is more about how you construct and test a system, and doesn't offer any systems that knock it out of the park. But it is about process -- teaching the trader to fish, if you will -- rather than product.
  6. vonk


  7. acrary


    I found 3 books in my collection that I think were valuable.

    The Mathematics of Technical Analysis by Clifford Sherry

    Design, Testing, and Optimization of Trading Systems by Robert Pardo

    Encyclopedia of Technical Market Indicators by Robert Colby
  8. OriginalTurtles.org
  9. nitro


    "The Inner Game of Golf"

  10. Anyways...

    Computer Analysis of the Futures Market

    Good introductory book...

    If you really want to get deep into system trading...

    1. Any kind of Philosophy Book... For mentality of development.

    2. Programming Language.... For having a common language of expressing your idea.

    3. Software Engineering... To learn how to translate your perception effectively to your programming language.

    System trading is a way to express your way of perception. It's just like writing on paper or verbally expressing something. More expressive and more creative you are the better.
    #10     Jul 12, 2003