Halls-Moore M.L. C++ For Quantitative Finance

John Wiley, 2013. — 225 pp. This book is a practical guide to algorithmic trading strategies that can be readily implemented by both retail and institutional traders. It is not an academic treatise on financial theory. Rather, I hope to make accessible to the reader some of the most useful financial research done in the past few decades, mixing them with insights I gained from...

N.-Y.: Wiley, 2014. - 284p. "Award-winning trader Kevin Davey explains how he evolved from a discretionary to a systems trader and began generating triple-digit annual returns. An inveterate systems developer, Davey explains the process of generating a trading idea, validating the idea through statistical analysis, setting entry and exit points, testing, and implementation in the...

Palgrave Macmillan, 2015. — 368 p. — ISBN: 1137354070, 9781137354075 Quantitative Trading with R offers readers a winning strategy for devising expertly-crafted and workable trading models using the R open-source programming language. Based on the author's own experience as a professor and high-frequency trader, this book provides a step-by-step approach to understanding...

NY: QuantStart, 2016. — 160 p. There are hundreds of textbooks, research papers, blogs and forum posts on time series analysis, econometrics, machine learning and Bayesian statistics. Nearly all of them concentrate on the theory. What about practical implementation? How do you use that method for your strategy? How do you actually program up that formula in software?

N.p., 2015. — 199 p. In Successful Algorithmic Trading you'll learn how to find new trading strategy ideas and objectively assess them for your portfolio. You'll learn about successful backtesting of strategies, performance measurement and industry grade risk management techniques.

592 pages, published by 4Myeloma Press, London (February 17, 2010) This book starts from the ground up to provide detailed explanations of both these techniques: - An introduction to the different types of execution is followed by a review of market microstructure theory. Throughout the book examples from empirical studies bridge the gap between the theory and practice of...