Algorithmic Trading Reading List

In general I am skeptical of books about trading strategies. If you have a successful strategy, why would you need to write a book? Hence the literature is more likely than not to be populated with a minefield of failed strategies. All that said, here are some books and articles worth taking a look at. Some I have read, most are on my reading list.

Measuring the relationship between party control and economic growth

Introduction

I'll be using this blog to record my notes and thoughts on learning to model stock prices. The basic problem I am interested in is whether, given a time series of stock prices, we can predict the next price in the series. We can look at this goal from two points of view: *maybe*, MAYBE, there are some basic technical patterns that can illuminate future stock prices, in whic case we can learn to exploit them, or more likely in my opinion, stocks move locally at random and the best we can hope us more along the lines of a buy and hold strategy.

Welcome/First Post

I'm resurrecting simra.net. We'll see how long it lasts. I want to post some experimental results on stock pricing/picking. Wish me luck!

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