4 ms·
I've been curious about doing algotrading for both the data engineering aspect and the quant. Do you have suggestions about books or others sources to get inspi
by agumonkey 2y ago
I've been curious about doing algotrading for both the data engineering aspect and the quant. Do you have suggestions about books or others sources to get inspiration from ?
Is this a one man venture or do you have a group discussing edges ?
- pyrrhotech 2y agoFor inspiration, I highly recommend "The Man Who Solved the Market" about James Simons and Renaissance Technologies. Some of Ernie Chan's books are great for learning about the basics, but ultimately finding an edge is the most difficult part. Books can teach you some of the best practices for researching edges, how to avoid common pitfalls in backtesting, etc, but no book will ever lay out the details of any strategy that contains alpha of course. Grizzly Bulls is currently a one man (and wife) venture :)
- agumonkey 2y ago> Grizzly Bulls is currently a one man (and wife) venture :) best of luck ps: i was starting an ernie chan youtube binge watch, i hope i'm strong enough to follow :)
- rr808 2y agoI've looked before for good online communities but never found one, I'd be interested if anyone has a source. The best people work for hedge funds so wont disclose anything and the individuals out there mostly are clueless or lucky, I suspect its too hard to find an edge without the resources of a large firm.