Hello I am undergraduate computer science student.I do a lot of competitive programming and recently got interested in Algo-trading.I am looking at the tutorials on algo trading and all seem to be scattered and i am really confused.Please can somebody get me started.?
Jordan M Schneir
Harshil Sokhadia
Bryan Fletcher | FXCM
Hi Harshil,
It’s easy to get overwhelmed with the amount of information available. I’ve read a lot on this topic over the years and if I had to pick just a few resources to start, the following should give you a variety of ideas and basic framework.
Reading is good, but is no substitute for what you’ll learn by just testing different ideas with backtests and building from there.
Blogs:
http://www.financial-hacker.com
http://epchan.blogspot.com
I did a recent interview with Ernie here and his CTO here.
Books
Reminiscences of a Stock Operator
Timeless classic with great insight into crowd psychology and the nature of the market. Also a great cautionary tale on risk management.
Harshil Sokhadia
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!