[HN Gopher] Algorithmic Trading: A Practitioner's Guide
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Algorithmic Trading: A Practitioner's Guide
Author : ingve
Score : 47 points
Date : 2023-02-12 20:44 UTC (2 hours ago)
(HTM) web link (henrikwarne.com)
(TXT) w3m dump (henrikwarne.com)
| maest wrote:
| The best book that I've read on order execution was "Algorithmic
| Trading and DMA". [0]
|
| The book is kind of old now, but it was written by Barry Johnson,
| who worked at Morgan Stanley on their algo trading team.
|
| The book is kind of dry, but very thorough and clear on its
| concepts. It reads more like a university text book than anything
| else. It just goes through concepts one by one, chapter by
| chapter.
|
| [0]: https://www.amazon.co.uk/Algorithmic-Trading-DMA-
| introductio...
| kilgnad wrote:
| How would I implement algorithmic trading at home? And would this
| be a viable idea if I knew what I was doing? Has anyone done this
| successfully?
| wojciem wrote:
| There are platforms like alpaca.markets that deal with all the
| infra-aspects and allow you to concentrate on the algorithm
| part.
| mistrial9 wrote:
| A colleague here tried to break into the trading world as an
| adult. He had a reference to be a member with a small cozy firm
| where his accounts could be held. He got "direct market access"
| (?) with a trading terminal that he said was good quality. Yet
| when I watched him work for several weeks each day, he was locked
| out of a SELL order more than once.. it didn't go through in any
| reasonable amount of time and he ended up losing some client's
| money and that was sort of the end. I don't know enough to know
| what happened, but it seemed like he was just pushed aside
| somehow, despite the cautious and reputable (?) parts he used. SF
| in the oughts iir
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(page generated 2023-02-12 23:00 UTC)