Thread by @pedma7

Every industry has a few books that will teach you 90% of what you need to know about it.

Here are the 24 books in systematic trading:

(ranging from learning basic python to advanced quantitative analysis)

1) Python for Data Analysis by Wes McKinney

2) Python for Finance by Yves Hilpisch

3) Quantitative Trading: How to Build Your Own Algorithmic Trading Business by Ernie Chan

4) Advances in Financial Machine Learning by Marcos López de Prado

5) Trading Systems: A New Approach to System Development and Portfolio Optimisation by Tomasini and Jaekle

6) The Evaluation and Optimization of Trading Strategies by Robert Pardo

7) Algorithmic Trading: Winning Strategies and Their Rationale by Ernie Chan

8) Systematic Trading: A unique new method for designing trading and investing systems by Robert Carver

9) Building Winning Algorithmic Trading Systems by Kevin Davey

10) The Science of Algorithmic Trading and Portfolio Management by Robert Kissell

11) Machine Learning for Algorithmic Trading by Stefan Jansen

12) Quantitative Momentum by Wesley R. Gray and Jack R. Vogel

13) Quantitative Value by Wesley R. Gray and Tobias E. Carlisle

14) Inside the Black Box: A Simple Guide to Quantitative and High-Frequency Trading by Rishi K. Narang

15) Financial Signal Processing and Machine Learning by Ali N. Akansu, Sanjeev R. Kulkarni, and Dmitry M. Malioutov

16) High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems by Irene Aldridge

17) Statistical Arbitrage: Algorithmic Trading Insights and Techniques by Andrew Pole

18) Time Series Analysis: Forecasting and Control by George E.P. Box, Gwilym M. Jenkins, and Gregory C. Reinsel

19) The Quants: How a New Breed of Math Whizzes Conquered Wall Street and Nearly Destroyed It by Scott Patterson

20) Flash Boys: A Wall Street Revolt by Michael Lewis

21) The Man Who Solved the Market: How Jim Simons Launched the Quant Revolution by Gregory Zuckerman

22) Market Wizards series by Jack D. Schwager

23) Expected Returns: An Investor's Guide to Harvesting Market Rewards by Antti Ilmanen

24) The Handbook of Portfolio Mathematics by Ralph Vince

Finding viable ideas for trading strategies is extremely hard.

I've decided to build a database of them.

Here's what you'll find:
- New strategy every week (52/year)
- Python code for each
- Access to the full archive

Join over 4,000 readers here:
pedma.carrd.co