Stock market - large-scale and complex area of knowledge. In the last couple of decades, various technologies of exchange trading have been actively developing.. Understand the structure of the stock market, laws and principles working on it, as well as the technologies used by various players - not at all easy.
In our today's material - a selection of 40 books and educational, which will help you better prepare for starting work in the stock market and writing mechanical trading systems.
Note: In preparing the material, the recommendations of Russian and foreign experts were used, working in the stock market. Among them - Michael Halls-Moore (Quantitative trading expert and blog author ), Andrey Gorkovenko (terminal developer ), Alexey Afanasyevsky (co-founder of the algorithmic fund ).
Stock market device
- – a cult book in the financial environment is useful for forming the right attitude to the stock market (and to life in general);
- - Classical work, in paints telling about the life of a stock trader;
- - The book gives the "Livermore formula" with an example of its application;
- - The Story of a Professional Dancer, who managed to develop a method for efficient selection of stocks for trading, perfect for beginners;
- – conversations with leading portfolio managers and traders, who have achieved outstanding success in trading on the exchange;
- – the author has developed a scientific method for predicting market crashes based on information about past crises;
- – description of trading methods and tips for improving its efficiency;
- — describes the problems of modern nonlinear economic dynamics;
- is a best-selling book about the lives of quanta traders, which many believe to be the cause of the stock market crisis 2007 of the year;
- – a description of the instructive history of fraud at Prudential-Bashe;
- is a book about the structure of the stock market, the laws in force, types of exchanges and players on them;
- — theoretical and practical textbook on e-commerce on the Russian stock market;
- - Detailed list, compiled by the specialists of the Exchange, where beginners will also find useful resources, and experienced investors.
Mathematical preparation
- – the book clearly defines all the tools, used in financial engineering;
- — fundamental monograph, in which the concepts of financial mathematics are presented in an accessible language;
- – a detailed explanation of the strategy of "volatility trading";
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- — one of the most famous articles of financial expert mathematicians;
- - A book for people, with experience in science and technology, who want to better understand the field of finance;
- is a great book, which can serve as a good complement and expansion of university courses in econometrics.
Algorithmic and automated trading
- – a book for individual investors, engaged in automated trading;
- - Another book by Ernest Chan, describing strategies for automated and algorithmic trading;
- – a book for beginner HFT traders, engaged in the creation of their own trading system.
- – a book for developers of automatic "trading engines" (not algorithmic systems);
- — a book about the development of trading systems, testing and using them;
- – a book about automated and algorithmic trading, various algorithms are considered (including brokerage trading systems);
- — the author shares his experience in creating automated systems for online trading;
- – a book about statistical arbitrage and automated trading based on it;
- – a useful book about high-frequency trading (HFT, high frequency trading);
- – a book on algorymtic trading and portfolio management, suitable for readers with advanced knowledge of mathematics;
- – written by an experienced trader, the book is designed for those, who wants to do more than just deal with the financial market, but also find a job in this area;
- – a good introduction to the development of trading systems (which code is written in .NET);
- - Michael Halls-Moore's book on using C++ to build financial applications.
Educational and informational resources
- — course from ITinvest partners, developers of the StockSharp trading system;
- – includes techniques for writing robots in the C language #;
- — up-to-date economic information;
- – analysis of current events in the economy;
- – creation of trading robots and online trading technology;
- – the impact of online trading on the economy; device; stock market;
- – discussions of work in the stock market and expert publications.
For today all, Thank you for your attention. Don't forget to subscribe to ! Share links to other useful Books and educational resources in the comments.
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