Books for Algorithmic Trading I Wish I Had Read Sooner 

I feel uncomfortable on behalf of those books

Cool that you had Timothy Masters on the list. I have a bunch of his books and actually invited him to speak for our research group at Binghamton, since he lives near by. Very intelligent guy and super humble.

Nice, I’m reading Detecting Regime Change right now as I always had a different understanding about regimes. Went through the same struggles of brain melting seeing math on these books the first time, so for any beginner I would also recommend (although they are not directly linked to trading, these books helps you come up with things that never exist anywhere) 1. Python for Scientific Computing and Artificial Intelligence, Stephen Lynch (For absolute beginners, get your basics and logical thinking right) 2. Applied Mathematics with Open-Source Software: Operational Research Problems with Python and R , Vincent Knight 3. Applied Evolutionary Algorithms for Engineers Using Python, Leonardo Azevedo Scardua 4. Quantitative Finance with Python! A Practical Guide to Investment Management, Trading, and Financial Engineering, Chris Kelliher 5. Machine Learning: Theory and Practice, Jugal Kalita Finally all the books recommended in the video, every one of them is an absolute read, don’t know about the last one, I’m still reading it, and for professors Steve Brunton, I am following his video lectures during my free time instead of the book so I can make notes along with him.

1. Systematic traiding 2. Trading system and methods 3. Advances in financial Machine learning ## Risk Management 4. The Leverage Space Trading model 5. Mathematics of money management (Ralph Vince) ## trading indicators 6.

Keep going dude, You're killing it! Thanks for doing this.

The best trading book I ever read wasn't about trading at all. It's called, "Best Loser Wins" - Tom Hougaard. Thanks Tom.

Not sure how I stumbled upon your channel, it was god send. Grabed a few of those books to read, they have a solutions for many of my problems from when i tried to deploy my own systems

Good content, thanks for the suggestions and reviews.

I couldn't watch any further because of the creepy hand gestures.

Man you content is gold, thank you for sharing it! Continue the awesome work! Hope you the best, cheers from a brazilian fan

The underground content in this channel is pure gold for those who appreciate it. Subscribed.

I've been waiting. Thanks 👊

Thanks for sharing your knowledge

Thank you for posting this video

Thanks so much for that wonderful collection! I have a question, please, if you allow. When backtesting the algo, would you rather test each month individually or focus on the bigger picture, like 2023, 2022 or even a biyearly period? I just wonder whether the individual month or year is better for improving the results or does it depend on the personal goals for the algo?

Awesome list and thank you for taking your time to put this review together! Books are a great way to master a discipline and having a curated list like this is extremely valuable. Many here would probably agree. I'd also add "Quantitative Portfolio Management - The Art and Science of Statistical Arbitrage" by Michael Isichenko. This one is more advanced, but reading it is like doing a Master's in Quantitative Trading - every page is full of intellectual discoveries that collectively build up a solid foundation.

Thanks for your videos dude ♥

Beautiful list, I consider buying all of them probably. Also cudos for your positive weirdness in the video :-D

You owe these books child support now. 😂❤ Thanks for uploading a REAL video about quant/algorithmic trading. Instantly subscribed.

seems like a veryy good niche material, glad to be in thousands who watched this

hi Neuro, certainly great video and thank you very much for sharing the books. I have finished reading cybernetic trading strategies. The book is good but the author mainly uses Easy Language. Do you know any book that teaches machines learning and neural network, and uses Python in examples? if you do, please recommend it to me. Thank you very much.

Brunton's book and series of YT videos are a delight, strongly recommended.

I am fan of ypur contents man. Great

thanks for your sharing

Great books. Thnx a lot ❤

THNAK YOU FOR THIS BOOKS

Hi, can you make a video for 'the path of a trader in 2023?' I've been on a learning journey in trading, including algorithmic trading and machine learning for trading, for the past year. Despite acquiring knowledge, I'm facing challenges in actual trading execution. While I resonate with the book recommendations, I'm seeking guidance on a structured path as a beginner. Specifically, I want to efficiently combine learning through books with practical implementation, all while not having prior trading experience. What steps should I take to start trading as a beginner? Which books should I prioritize, and what types of trades should I initiate? My goal is to optimize my learning by blending theory with hands-on experience and to begin trading consistently as soon as possible.

Thank you ✌️

Can’t stop watching this kind of content enough. I love RU-vid for this.

Thank you @neurotrader for this list! For the books in th beginner category, which one do you think is the best to go directly to code in Python?

thanks for the lesson on how to massage books properly

Thanks for sharing, a few of them are new to me, cool! This one with Ehlers cycles you've said worked for you, is it still functional?

Hi neurotrader, I am really grateful for your sharing. I have bought a few books upon your recommendation and am currently reading #The Leverage Space Trading model right now. Just for my guide, do you actually imply the concept of optimal f from Ralph? How do you adjust your maximum drawdown from his suggestion?

Thank you ❤️

Great thanks.

although i use mql5 for my strategies, i have been motivated by ur videos watched all videos and so inspired .your data driven approach is very so easily and fully explained . keep up the good work. 😁

Thanks. Nice sense of humor:) A little tip for newcomers: As someone who has been trading for the last 20+ years and consistently making money, I haven't read a single book about trading for the last 15 years or so. And you don't have to either.

thanks for the video. If i want to learn how to develop EA to back test my existing trading strategy/collect data, what book/topic should i learn first?

would love to see more videos about trading books

Hi, Can you make a video on how/where to deploy your model and what is involved in that process?

Man we need a full video on how to start algo trading and quantitative trading from scratch PLEASE

please suggest some books or papers focusing on mean reversion strategies and concepts.

I just subscribed your Patreon, which material or video should I start to learn your trading strategy? Thanks.

Thank you

thank you bro

Is the python reference, that you mentioned, for Advances in Machine Learning, the github with jupyter notebook that covers only the exercise? Or the mlfinoab package that you have to pay for?

Super useful

I also read Robert Carver's systematic trading, it's a great book and I plan to read smart portfolio by Robert Carver...If you have any other book that you would recommend it, please share it, thanks. Also, do you have any experience in using RTX graphic card to train neural network? if there is a good book about that, please let me know. I am very very interested in learning about it

Aren't these books too old? I'm sure alot of things changed, do you recommend something more up to date?

Can you point me to a resource or give some tips on how to build and test a "Bayesian" setup from multiple setups? For example let's say I have 3 setups, one on the 4 hour timeframe, another on the 1 hour timeframe and another on the 15 minute timeframe. My prior would be weighing the higher timeframes more heavily while taking a decision to long/short after a signal has been generated and also adjusting my Take Profit and SL as a linear combination of these three setups. But I want to be able to adjust this prior over the training data to arrive at some optimal combination and then test it. How should I proceed? I was looking at Bayesian Hierarchical Models but don't know if this is the right approach. The idea is to automate the concept of "multiple confirmations" that people look for when trading manually.

can you share the names of the books as a text document?

good one

As a total newbie is Leveraged Trading by Robert Carver a good beginner book before reading systematic trading? Thanks

Hello nurotrader! Did you learn algo trading all by yourself or did you go to school for that?

all cool staff.

how do you manage to read so many books, considering a person working full time + other obligations. which of those you would focus on?

Thank you for sharing useful books on the topic. I am currently researching for backtesting evaluation methods, I found some interesting articles from Marcos Lopez de Prado. I would love a video on this topic or any suggestion that comes to your mind !

4:15 trading inficators 7:08

What about Automatic Investment Management by Robert Lichello?

Hey man! I am at a weird stage in my career development and I am wondering if you could answer a couple questions for me. I would really appreciate it. 1. What do you do for work? 2. What formal education did you have to get? 3. What would you tell your 5-years-ago self if at the time you only had a diploma in business administration and a couple mediocre, but profitable, algorithms? Much love brother. I am stocking up on these books!

What is your avg yearly return?

So considering the time invested in reading and understanding these works, was it worth it as an investment? (did you make money?)

Do you have backtest?

-Fooled by Randomness by Nassim Taleb. -15 Lies About Trading and Investing and -Fooled By Technical Analysis by Michael Harris

Like Queen band says, "I want it all, and want it now"

how about the book "algorithmic trading" by ernie chan. Seems like a good beginner book.

11:12: The tomes

Thanks for the great content. What would you advice to someone that sucks at maths but really wants to make it ? Where to start ?😊

For some reason I have this desire to subscribe to the channel, and write 'wash me' on my car

Is beginner like me that has no programming background, can subscribe your patreon?

The way you ‘handle’ those books got me laughing 😂

Beautiful hands!

Im curious - does anyone here ACTUALLY have a trading bot which earns money or is everyone "smartly losing" all their cash?

How much moola did you rake in after reading all these books?

Omg you said niche the way i say it, so many people pronounce it nit-ch

No offense. Just wondering how much $$ making increased after you finished all these reading?

_Must_ you caress the books?

great content! somehow I was drawn to subscribe to the channel in a very dusty way... lol

I'm coding my own strategies

I like your Chanel I hate your hands moving😂

I typed all the 17 books but forgot to click comment and cut the tab !!!

How nice to read and study. I wish I had more time. 24 hours is very few for 1 day😃

oh men, what do i got involved my self into? yt algo?

Me gustaria ser como tu, soy programador y estoy en el trading. Hago trading manual y me gustaria hacer trading algoritmico.

"I like money and, I have no shame" fucking killed me

The guy is stroking the book like it’s his dog

bro your hand sliding up and down gives me some uncanny HowToBasic feelings 😬

Okay I will subscribe for all the dust in your PC

Has anyone found a digital copy of statistical sound indicators…?

trade like a stock market wizard by mark minervini is a good book. It teaches you how to be a quantitative investor.

Bro! Missed a good opportunity to earn some affiliate revenue on book links!

I will subscribe once you dust off your gear.... just kidding, I already subscribed

Of course one does not have to read all of this. Still though. Seems like years reading through it and praticing what you have learned.

No Man instead of patreon you can have courses, although we like your youtube content.

How he’s feeling the books… it rubs the lotion on its skin…

I have been trading for over 25 years and anything can happen at anytime with the price of a stock and it will make no sense why. Get information about companies before the professional traders do and place your bet

Bro forced me to subsribe 💀

you’re fucking savage 😹😹😹

woah that's a dirty pi...

them books need to press charges