NexusFi: Find Your Edge


Home Menu

 





Quantitative Trading - Recommended Books?


Discussion in Traders Hideout

Updated
      Top Posters
    1. looks_one Limitless100 with 20 posts (6 thanks)
    2. looks_two artemiso with 8 posts (11 thanks)
    3. looks_3 SodyTexas with 5 posts (5 thanks)
    4. looks_4 Big Mike with 3 posts (5 thanks)
      Best Posters
    1. looks_one Big Mike with 1.7 thanks per post
    2. looks_two artemiso with 1.4 thanks per post
    3. looks_3 SodyTexas with 1 thanks per post
    4. looks_4 Limitless100 with 0.3 thanks per post
    1. trending_up 28,778 views
    2. thumb_up 32 thanks given
    3. group 11 followers
    1. forum 41 posts
    2. attach_file 0 attachments




 
Search this Thread
  #41 (permalink)
 
SodyTexas's Avatar
 SodyTexas 
Austin TX
 
Experience: Advanced
Platform: Ninjatrader, Python, & R
Broker: RJO
Trading: Futures, Spreads
Posts: 424 since Sep 2013
Thanks Given: 118
Thanks Received: 1,097


Limitless100 View Post
Hey everyone,

I believe I will be going with
Trading Systems and Methods, + Website by Perry J. Kaufman

Based off of the remarks by @sodytaxas and various reviews online it seems to be a strong book.
The book seems to be based off of trade station coding / metastock. I will not be working with either of those platforms/languages, but instead, C++.

I contacted the author and he seemed to be very helpful in translating from the given examples (tradestation/metastock) to C++ code.

Can anyone else confirm what he is saying? Specifically SodyTexas, could you make use of the given examples even though you may have been using a different platform?

If anyone knows any other books of this nature please feel free to continue mentioning them.

I have coded most of the book in C# (Ninjatrader) so if you get stuck let me know. I will even dust off my old C++ books for ya..


"The great Traders have always been humbled by the market early on in their careers creating a deep respect for the market. Until one has this respect indelibly engraved in their makeup, the concept of money management and discipline will never be treated seriously."
Visit my NexusFi Trade Journal Reply With Quote
Thanked by:

Can you help answer these questions
from other members on NexusFi?
Irans Answer Due Today: Peace Surges to 33.5%, Invasion …
Prediction Markets & Event Contracts
Warsh Confirmed 54-45 on PPI Day -- 97% Say He Holds in …
Prediction Markets & Event Contracts
Expiration Day: Wall Street Rallies on Peace Hopes While …
Prediction Markets & Event Contracts
Khamenei Vetoes Uranium Transfer as Peace Odds Surge to …
Prediction Markets & Event Contracts
Iran Peace Expired NO: Ceasefire on Life Support, OPEC a …
Prediction Markets & Event Contracts
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Sober Journey With S&P
20 thanks
2026 Jlab journal
10 thanks
Trying to learn Volume and price action correlation
8 thanks
Algo automated / semi-automated trading anyone?
6 thanks
Hello Im new here
5 thanks
  #42 (permalink)
 
SodyTexas's Avatar
 SodyTexas 
Austin TX
 
Experience: Advanced
Platform: Ninjatrader, Python, & R
Broker: RJO
Trading: Futures, Spreads
Posts: 424 since Sep 2013
Thanks Given: 118
Thanks Received: 1,097


NoiseTrader716 View Post
Both books by Euan Sinclair and Ernie Chan would be good to start with.

Past that you probably want to get some exposure to probability and time series analysis.

Probability wise my fav is Kolmogorov's chapter in Mathematics: Its Content, Methods and Meaning. That is just as good as it gets.

Time series analysis, pick a programming language and get to work analyzing.

For probability analysis check out Ralph Vince.


"The great Traders have always been humbled by the market early on in their careers creating a deep respect for the market. Until one has this respect indelibly engraved in their makeup, the concept of money management and discipline will never be treated seriously."
Visit my NexusFi Trade Journal Reply With Quote




Last Updated on August 23, 2014


© 2026 NexusFi®, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Downloads - Top
no new posts