Ask HN: Teach Myself Algorithmic Trading?
1 romesmoke 5 8/25/2025, 2:36:34 PM
This summer I got my PhD in computer engineering. I have saved enough money to survive the next 6 months unemployed. I want to invest that time in serious preparation to become an algorithmic trader. If I manage to make consistent money, I'll stick. Else I'll apply to hedge funds/prop shops.
Current reading list arranged by topic below. Any further suggestions/advice? Thanks!
Culture: The Man Who Beat the Market, A Man for All Markets, Market Wizards, Reminiscences of a Stock Operator
Finance basics: CFA Prerequisites, Trading & Exchanges (Larry Harris), Wilmott, Hull
Mathematics: Chris Bishop's books (ML/DL/probability), E. T. Jayne's book, David Mackay's Information theory book, Shreve's Stochastic Calculus books
Algo trading: Robert Carver, Ernest Chan
Chan 2013 Algorithmic Trading, Winning Strategies and Their Rationale
Davey 2014 Building Winning Algorithmic Trading Systems, A Traders Journey from Data Mining to Monte Carlo Simulation to Live Trading
Halls-Moore 2017 Advanced Algorithmic Trading, Bayesian Statistics Time Series Analysis and Machine Learning for Profitable Trading Strategies
Kissell 2014 The Science of Algorithmic Trading and Portfolio Management
Leshik 2011 An Introduction to Algorithmic Trading, Basic to Advanced Strategies