4 ms·
What do you trade and how? No need for reproducible details, but useful to know something. I have been writing options scripts (short puts) for a couple years
by malchow 9y ago
What do you trade and how? No need for reproducible details, but useful to know something.
I have been writing options scripts (short puts) for a couple years and have had a lot of fun solving puzzles there.
- SirLJ 9y agoHighly liquid US equities, using discount broker API to find, initiate, monitor and exit trades - everything written in Python and hosted on few VPS around the world (for redundancy) ... Options are to complicated for me :-)
- nhylated 9y agoWhat books/blogs/forums/libraries/frameworks would you recommend to get started?
- SirLJ 9y agoI cannot recommend anything concrete, all authors are selling either ideas that do not work anymore or just selling the dream... No one will publish a working trading strategy and even someone crazy enough to do it, it will be arbitraged pretty quickly... The best way is to buy stock market data and start testing ideas until you find your edge... All that said, here are the books I usually recommend, more for motivation and inspiration: The Asian Saga by James Clavell, reading as a kid on how to rule your life, business and create a dynasty... https://en.wikipedia.org/wiki/The_Asian_Saga https://en.wikipedia.org/wiki/The_Asian_Saga More Money Than God: Hedge Funds and the Making of a New Elite by Sebastian Mallaby - on how to rule the world :-) https://en.wikipedia.org/wiki/More_Money_Than_God https://en.wikipedia.org/wiki/More_Money_Than_God A Man For All Markets by Edward O. Thorp - basically the father of quant/systematic trading and one of the greatest minds of our time... http://www.edwardothorp.com/books/a-man-for-all-markets/ http://www.edwardothorp.com/books/a-man-for-all-markets/