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Given the tips in your bio I assume you're trading on some set of metrics you've developed yourself. If I may pick your brain, and I understand that you may not

Given the tips in your bio I assume you're trading on some set of metrics you've developed yourself. If I may pick your brain, and I understand that you may not be able to answer. - Are you trading on the order of minutes (or greater)? I assume from your bio tips that what you're suggesting doesn't require hft. - Do you have a book recommendation for the actual quantitative part of things? The domain knowledge of trading if you will. I'm most curious about this because I have plenty of experience implementing autonomous systems that act under risk but have little guidance for going from raw market data to signals. Thanks!

SirLJ 9y ago
Hello, no I don't day trade, because I cannot compete with HFT - I just don't have the money to do so... Unfortunately I am yet to read a good book on the subject, largely because no one will share a working strategy or method - e.g. if someone is making money, he's not going to write on how it... The one book I can recommend is more for motivation/history lessons and it is called More Money Than God by Sebastian Mallaby https://en.wikipedia.org/wiki/More_Money_Than_God https://en.wikipedia.org/wiki/More_Money_Than_God