Algo trading resource list for quarantined traders

Being quarantined at home can be a great opportunity to read those books or "saved for later" articles you've been meaning to get to. Here are my recommendations...

I hope you're safe and healthy...

In the last few weeks, the world has turned upside down.

Being stuck at home, not being able to connect with friends, or see our families sucks. This was not the spring we were waiting for.

On the bright side, being quarantined at home is a great opportunity to read that book or those "saved for later" articles you've been meaning to get to.

Here's a short list of books, blog posts, videos, and podcast episodes I've enjoyed and that I believe you'll enjoy too.


πŸ“Ί

Videos

  1. James Simons' Interview - Numberphile's Youtube Channel
  2. Building a Quantitative Trading Strategy - Karen Rubin (Quantopian)
  3. Basic Statistical Arbitrage: Understanding the Math Behind Pairs Trading - Max Margenot (Quantopian)
  4. Quants - The Alchemists of Wall Street - VPRO documentary (2010)
  5. The Wall Street Code - VPRO documentary (2013)

πŸŽ™

Podcast Episodes

  1. You Don't Know How Wrong You Are ft. Delaney Mackenzie - Chat With Traders
  2. A beginner's foray into (part-time) systematic trading ft. Kory Hoang - Chat With Traders
  3. How to achieve long-term trading success ft. Linda Raschke - Better System Trader
  4. Short Selling ft. Laurent Bernut - Better System Trader
  5. The Systematic Investor Series ft. Robert Carver - Top Traders Unplugged

πŸ’»

Blog posts

  1. Position Sizing For Practitioners - Quant Fiction
  2. The SPX/GOLD Ratio - Jay on the Markets
  3. Dual Momentum Review - Robot Wealth
  4. Build Better Strategies - The Financial Hacker
  5. Is Shorting UVXY, TVIX, or VXX the Perfect Trade? - Six Figure Investing

πŸ“š

Books - Trading

  1. Quantitative Trading - Ernest Chan
  2. Systematic Trading - Robert Carver
  3. Short Term Trading Strategies That Work - Larry Connors & Cesar Alvarez
  4. The Black Book of Financial Hacking - Johann Christian Lotter
  5. Algorithmic Trading and DMA - Barry Johnson
  6. Inside the Black Box - Rishi K. Narang
  7. The Handbook of Portfolio Mathematics - Ralph Vince
  8. Machine Trading - Ernest Chan
  9. Advancved Algorithmic Trading - Michael L. Halls-Moore
  10. Seasonal Stock Market Trends - Jay Kaeppel

πŸ“š

Books - Trading-Adjacent πŸ˜‰

  1. The Man Who Solved The Market - Gregory Zuckerman
  2. The Quants - Scott Patterson & Mike Chamberlain
  3. Black Edge - Sheelah Kolhatkar
  4. Flash Boys - Michael Lewis
  5. The Fear Index - Robert Harris

πŸ“‘

Misc Resources

  1. Quantopian Lectures - Quantopian
  2. Preventing Portfolio Losses by Hedging Maximum Drawdown - a paper by Jan Vecer
  3. Automated Trading - a paper by Max Dama
  4. Principles for Navigating Big Debt Crises - by Ray Dalio
  5. Math as Code - a cheat-sheet for mathematical notation in code form

The above is, by no means, a comprehensive list, but

Until next time, stay safe. πŸ™

- Ran

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