awesome-algorithmic-trading
A curated list of awesome algorithmic trading frameworks, libraries, software and resources
https://github.com/joelowj/awesome-algorithmic-trading
Last synced: 6 days ago
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Tutorials
- Time Series with R
- Quantitative Analyst with R
- Algorithmic Trading Strategies
- Artificial Intelligence for Trading
- Computational Investing, Part I
- Financial Engineering and Risk Management Part I
- MIT Open Courseware - Analytics of Finance
- MIT Open Courseware - Investments
- MIT Open Courseware - Topics in Mathematics with Applications in Finance
- Machine Learning and Reinforcement Learning in Finance Specialization
- Model a Quantitative Trading Strategy in R
- Trading Strategies in Emerging Markets Specialization
- Model a Quantitative Trading Strategy in R
- Machin Learning for Trading
- Algorithmic Trading Strategies
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Articles
- 10 Things to Know About Every Cash Flow Statement
- The Limitations of Ratio Analysis
- The 15 Stock Diversification Myth
- The Right Way and the Wrong Way to Benchmark a Diversified Portfolio
- Performance Measurement: The What, Why, and How of the Investment Management Process
- Utility Theory and Attitude toward Risk (Explained With Diagram)
- The Guide to Diversification
- Diversification: How much is too much?
- Successful Backtesting of Algorithmic Trading Strategies - Part I
- Successful Backtesting of Algorithmic Trading Strategies - Part II
- 10 Things to Know About Every Cash Flow Statement
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Research Papers
- Are Markets Efficient?
- Value Investing: The Use of Historical Financial Statement Information to Separate Winners from Losers
- Do Stock Prices Fully Reflect Information in Accruals and Cash Flows about Future Earnings?
- Betting Against Beta
- Momentum
- Separating Winners from Losers Among Low Book-to-Market Stocks Using Financial Statement Analysis
- The 101 Ways to Measure Portfolio Performance
- Does the Composition of the Market Portfolio Really Matter?
- Pairs Trading: Performance of a Relative Value Arbitrage Rule
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Books
- Algorithmic Trading and DMA: An introduction to direct access trading strategies
- Building Winning Algorithmic Trading Systems, + Website: A Trader's Journey From Data Mining to Monte Carlo Simulation to Live Trading (Wiley Trading)
- Finding Alphas: A Quantitative Approach to Building Trading Strategies
- Hands-On Machine Learning with Scikit-Learn and TensorFlow: Concepts, Tools, and Techniques to Build Intelligent Systems
- Inside the Black Box: A Simple Guide to Quantitative and High Frequency Trading
- Python for Finance: Analyze Big Financial Data
- Technical Analysis Explained, Fifth Edition: The Successful Investor's Guide to Spotting Investment Trends and Turning Points
- Quantitative Investing: Strategies to exploit stock market anomalies for all investors
- Finding Alphas: A Quantitative Approach to Building Trading Strategies
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Communities
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