Quant books for trading individual stocks

[Walter Strauhal]

I am interested in exploring stock trading systems that involve quantitative methods. Are there mechanical systems that use quant theory for individual stocks.

 

[Stuart Truax]

This is a good question. I'm only aware of methods using technical or fundamental analysis. One book I've read recently is by Alexander Elder, and all his methods are based on indicators (technical).

Like many others, I once tried machine learning methods (recurrent neural networks, td-lambda). However, non-stationarity and overfitting are persistent issues with these approaches.

 

[trungpham]

Me too, this is what I' am looking for.

Anyone wanna share ??

 

[Tsotne]

have you searched on amazon? There are many books which can be useful to you. See the contents to define whether they satisfy your needs or not. Here are some of them:

http://www.amazon.com/Profitability-Systematic-Trading-Quantitative-Management/dp/047022908X
http://www.amazon.com/Professional-Stock-Trading-System-Automation/dp/0971853649
http://www.amazon.com/Quantitative-Trading-Build-Algorithmic-Business/dp/0470284889
http://www.amazon.com/Quantitative-Trading-Strategies-Harnessing-McGraw-Hill/dp/0071412395
http://www.amazon.com/Quantitative-Trading-Systems-Practical-Validation/dp/0979183804