I have read many trading books, and I will list the ones most useful. As with other books mentioned in other resources page you do not need to read all the books and then start your trading journey. You can get one strategy from one chapter of one book which would be enough to start on your own.
Books for generating Algo Trading Ideas
Unholy Grails: A New Road to Wealth by Nick Radge
The Logical Trader by Mark Fisher
Algorithmic Trading: Winning Strategies and Their Rationale by Ernie Chan 1st Edition
Quantitative Trading: How to Build Your Own Algorithmic Trading Business by Ernie Chan 2nd edition
Trading Systems and Methods by Perry Kaufman 6th edition
Systematic Trading: A unique new method for designing trading and investing systems by Robert Carver
https://arxiv.org/pdf/1601.00991 (101 formulaic alphas) from the book mentioned in pyhon secion.
Books for Trading Psychology
A Man for All Markets: From Las Vegas to Wall Street, How I Beat the Dealer and the Market
The Man Who Solved the Market: How Jim Simons Launched the Quant Revolution
The Rule: How I Beat the Odds in the Markets and in Life – and How You Can Too by Larry Hite
Trend Following: How to Make a Fortune in Bull, Bear, and Black Swan Markets
(Good for mindset on what kind of returns you can expect from systematic trading using trend following)
Books for New Traders
Most of the experienced trader have usually read a lot of books. Books are the quickest and cheapest way to gain trading knowledge since it can be skipped etc. Although real knowledge comes from actually start trading.
This is simple and powerful book. Do not underestimate it. I repeat – do not underestimate it. Very good for beginners and experienced traders. you can finish this is 1-2 hourr or max one 1 day.
How to Make Money in Stocks (Fourth Edition): A Winning System in Good Times and Bad
This is a good intro to fundamental analysis and technical analysis
Market Wizards: interviews with top trader by Jack D. Schwager
The New Market Wizards: Conversations with America’s Top Traders
Market wizards book leads you think in terms of different strategies and mindset and give you motivation You can not skip these.
This is good for position sizing and money management
How Charts Can Help You in the Stock Market (Standard & Poor’s Guide to) by Jiler, William L
This one teaches your chart patterns – I have read 3-4 times!
Everything You Need to Ace Math For people who are wanting to brush up basic math skills only sections related to fractions, decimals, and how to multiply and divide them; ratios, proportions, and percentages and statistics and probability needed.
Algo Trading Podcasts
Mindset Books – Sorry! but they are also important 🙂
Feck Perfuction: Dangerous Ideas on the Business of Life
The Motivation Manifesto: 9 Declarations to Claim Your Personal Power
