Algorithmic Trading Strategies

WilfredChai · 5/2/13

Hi all,

Do anyone have any recommendation on reference books of algorithmic trading strategies?

I am keen to learn more about some fundamentals of different types of strategies.

Thanks in advance.

Regards,
Wilfred Chai

Thai Nam · 5/3/13

Hi,
I know there is one called Quantitative Trading by E.P. Chan, and Statistical Arbitrage by Andrew Pole. You can actually search for the PDF of these

WilfredChai · 5/3/13

Thanks Thai Nam!

Andy Nguyen · 5/4/13

How about this one http://www.amazon.com/Algorithmic-Trading-DMA-introduction-strategies/dp/0956399207/

WilfredChai · 5/5/13

Thanks Andy!

Runkelus · 5/5/13

WilfredChai said:
Thanks Andy!

I don't think that book will be what you're expecting it to be. It's a lot more about how exactly algorithmic trading works and the actual execution of trades. The previously mentioned books will have more of the strategy side that you're looking for.

WilfredChai · 5/5/13

Runkelus said:
I don't think that book will be what you're expecting it to be. It's a lot more about how exactly algorithmic trading works and the actual execution of trades. The previously mentioned books will have more of the strategy side that you're looking for.

Thanks for your comment, Runkelus.

I will have a look on them.