Buffett_Groupie Posted August 16, 2012 Posted August 16, 2012 [amazonsearch]Quantitative Trading: How to Build Your Own Algorithmic Trading Business[/amazonsearch] My friend, Ernie Chan wrote the book, here is the link to Amazon if anyone is interested in reading it.
Straddle Posted September 15, 2012 Posted September 15, 2012 A nice introduction to quantitative trading with a few examples (and code language included). A bit expensive for the content but not bad at all. I prefer Thomas Stridsman his books on quantitative trading.
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