Algo trading book with code examples

[chandler]

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 a book with examples of quantitative trading strategies similar to those available in Quantopian..

 

[radvan]

It’s not a book per se, but you can try 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.

Alternatively, there is good book from Andreas Clenow: Trading Evolved