Books on algorithmic trading strategies
The author begins with a short series of personal narratives detailing his experience and personal trading philosophy. The remainder of the book is a practical step-by-step breakdown of algorithmic testing systems. The title is somewhat misleading; this book focuses on testing, Praise for Algorithmic Trading Algorithmic Trading is an insightful book on quantitative trading written by a seasoned practitioner. What sets this book apart from many others in the space is the emphasis on real examples as opposed to just theory.