Best survey of the subject I have found (most are bullshit) is Finding Alpha by Eric Falkenstein which he has graciously offered for free on his blog. By the s

Best survey of the subject I have found (most are bullshit) is Finding Alpha by Eric Falkenstein which he has graciously offered for free on his blog. By the subject I mean, finding an edge in trading. Spoiler alert there is no system to follow. He wrote algos for a local options market maker, had a significant Econ PHD thesis. The basic premise of the book is that real Alpha is rare, idiosyncratic and gets exploited by those in the know and eventually the edge goes away after several years. He gives several classic historic examples which are what made this book so interesting and unique to me. http://falkenblog.blogspot.com/2016/08/finding-alpha-pdf.html http://falkenblog.blogspot.com/2016/08/finding-alpha-pdf.htm...