The most common question I get: Where do I find trading strategies?...
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Jan 24, 2024
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1
The most common question I get:
Where do I find trading strategies?
These 10 books will give you 100s:
Where do I find trading strategies?
These 10 books will give you 100s:
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Algorithmic Trading by Ernie Chan
A number of interesting strategies to try out and backtest. Explains the basic concepts behind the existence of different types of market behavior and how to capture them.
amzn.to/3BvUy0z
A number of interesting strategies to try out and backtest. Explains the basic concepts behind the existence of different types of market behavior and how to capture them.
amzn.to/3BvUy0z
3
Mechanical Trading Systems by Richard Weissman
Great book for strategies. Covers a plethora of momentum and mean reversion strategies on multiple time frames, along with backtested results.
amzn.to/3UOQW0d
Great book for strategies. Covers a plethora of momentum and mean reversion strategies on multiple time frames, along with backtested results.
amzn.to/3UOQW0d
4
Following The Trend by Andreas Clenow
I consider this book, one of the best reads on the topic of Trend Following, a very popular trading strategy.
amzn.to/3Fr8zxG
I consider this book, one of the best reads on the topic of Trend Following, a very popular trading strategy.
amzn.to/3Fr8zxG
5
Pairs Trading by Ganapathy Vidyamurthy
A very good book on a popular trading strategy known as Pairs Trading.
amzn.to/3BUamKP
A very good book on a popular trading strategy known as Pairs Trading.
amzn.to/3BUamKP
6
How to Make Money in Stocks by William O Neil
An excellent read on a very interesting fundamentals-based quant model, called CANSLIM.
amzn.to/3BweVue
An excellent read on a very interesting fundamentals-based quant model, called CANSLIM.
amzn.to/3BweVue
7
Evaluation and Optimization of Trading Strategies by Robert Pardo
Good insights on basic quantitative methods for building and testing trading strategies.
amzn.to/3hpLS4X
Good insights on basic quantitative methods for building and testing trading strategies.
amzn.to/3hpLS4X
8
Trade your way to Financial Freedom by Van K Tharp
Clickbait title aside, this book is a great overview of mechanical trading systems.
amzn.to/3WaHPYU
Clickbait title aside, this book is a great overview of mechanical trading systems.
amzn.to/3WaHPYU
9
The Definitive Guide to Position Sizing by Van K Tharp
A gem of a book that explains the idea of risk management and money management using different techniques. (The one on Amazon is currently $400! See if you can find it cheaper.)
amzn.to/3FnTfBJ
A gem of a book that explains the idea of risk management and money management using different techniques. (The one on Amazon is currently $400! See if you can find it cheaper.)
amzn.to/3FnTfBJ
10
Active Portfolio Management by Grinold and Ronald Kahn
This book covers all the quantitative methods used by active portfolio managers including risk and performance attribution.
amzn.to/3j0FUYt
This book covers all the quantitative methods used by active portfolio managers including risk and performance attribution.
amzn.to/3j0FUYt
11
Expected Returns by Ilmanen
This reference delivers a toolkit for harvesting market rewards from a wide range of investments. This is not light reading but covers the premiums investors can expect by investing in different markets and assets.
amzn.to/3FrKCpJ
This reference delivers a toolkit for harvesting market rewards from a wide range of investments. This is not light reading but covers the premiums investors can expect by investing in different markets and assets.
amzn.to/3FrKCpJ
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Find your edge:
Pairs Trading
Position Sizing
Algorithmic Trading
Following The Trend
Mechanical Trading Systems
Active Portfolio Management
How to Make Money In Stocks
Trade your way to Financial Freedom
Evaluation and Optimization of Trading Strategies
Pairs Trading
Position Sizing
Algorithmic Trading
Following The Trend
Mechanical Trading Systems
Active Portfolio Management
How to Make Money In Stocks
Trade your way to Financial Freedom
Evaluation and Optimization of Trading Strategies
13
There's enough here to keep you busy for months!
If you want to come back to it later, retweet the top tweet.
Reply with any questions!
If you want to come back to it later, retweet the top tweet.
Reply with any questions!
14
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Enrollment is open (with limited spots).
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