📚 10+ Books on Algorithmic Trading I Wish I Had Read Sooner
by @neurotrader
Reading the right books early saves years of confusion. These books truly leveled me up — each one unlocked a new mental model.
🧵👇【Organized by topic & level】

1️⃣ For Beginners
Systematic Trading by Robert Carver
-A must-read framework for modular system design. Solves the confusion of combining strategies and instruments.
Trading Systems and Methods by Perry Kaufman
-The encyclopedia of trading. Don’t read it cover to cover — just

2️⃣ Risk Management
The Leverage Space Trading Model by Ralph Vince
-From coin tosses to multi-strategy risk allocation. Introduces the concept of “leverage space” in trading.
The Mathematics of Money Management
-More technical. Covers trade dependency, arc sine loss, and

3️⃣ Indicators
John Ehlers' DSP Trilogy (read in reverse order)
Based on digital signal processing. Great for cycle detection, smoothing, and novel indicators.
Statistically Sound Indicators by Timothy Masters
Focuses on indicator stationarity, normalization, and information

4️⃣ Strategy Design
Universal Tactics of Successful Trend Trading
-Easy-to-read trend following strategies with historical context.
Stocks on the Move by Andreas Clenow
-Relative momentum applied to S&P500 — also works great in crypto.
Cybernetic Trading Strategies by Murray

5️⃣ System Development
Testing and Tuning Market Trading Systems - Timothy Masters
-Deep dive into walk-forward testing, avoiding data leakage, and optimizing out-of-sample robustness.
Permutation & Randomization Tests - Timothy Masters
-Monte Carlo methods for parameter tuning,

6️⃣ General Modeling & Computation
Numerical Recipes
-Giant reference for optimization, modeling, and signal processing.
Assessing & Improving Prediction & Classification-Timothy Masters
-Model evaluation, ensemble techniques, and why regression/classification aren’t so

7️⃣ Niche but Brilliant
Technical Analysis for Algorithmic Pattern Recognition
-Scientific treatment of pattern recognition in TA. Lots of testing and references.
Detecting Regime Change in Computational Finance
-Combines Directional Change algorithm with HMM to classify

🔚 Final Thought
“No amount of reading replaces thousands of hours of failure.”
Real growth comes from coding, testing, tuning, and losing before you win.
Orignal yt link🔗:
👉 www.youtube.com/watch?v=ftFptC...
Book links 🔗:(@neurotrader affiliates link)
Systematic Trading: amzn.to/3ClXosmTrading
Systems and Methods: amzn.to/3DWtmfl
Advances in Financial Machine Learning: amzn.to/4ji1C4VLeverage
Space Trading Model: amzn.to/42d7tT0
Mathematics of Money Management:
Sector:
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Disclaimer: The content above is only the author's opinion which does not represent any position of Followin, and is not intended as, and shall not be understood or construed as, investment advice from Followin.
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