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Books for algorithmic trading

Hello Michael_CN,

At Quantivity, you will find a detailed list of resources on topics like Systematic Trading System, Machine Learning, Econometrics, Mathematical Calculations which are building blocks for learning Algorithmic trading:
http://quantivity.wordpress.com/2010/01/10/how-to-learn-algorithmic-trading/
http://quantivity.wordpress.com/2010/01/12/how-to-learn-algorithmic-trading-part-2/
http://quantivity.wordpress.com/2010/01/12/how-to-learn-algorithmic-trading-part-3/

In case you are looking for a comprehensive training program on Algorithmic and Quantitative Trading, you might want to check QuantInsti's Executive Program in Algorithmic Trading. It is fairly comprehensive and practically inclined program for working professionals.


Best Regards,
Anupriya Gupta
http://www.quantinsti.com/
http://www.linkedin.com/groups?gid=3412051&trk=myg_ugrp_ovr
 
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