Apologies as this is not directly related to the post - what books/other resources would you recommend for someone who wants to get into algorithmic trading?
Ernie Chan's books are a great starting point. If you plan on getting into the ML side of things then Stefan Jansen and Marcos De Prado's books are a must have.
Some advice: Read lots of books, stay away from Reddit, be prepared to get lamented by other algo traders, expect every idea you read about to have lost all it's alpha, get ready for several misguided "I've done it, I'm rich" moments, and most of all have fun. It's a long and arduous journey with very little hope, but if you like impossible challenges then there's nothing quite like it.
I would recommend creating one from your own intuition. That's an awesome practice i think. You would be amazed on how simple they can be.
Also some books i would recommend are:
- Hands on Machine Learning for Algorithmic Trading, Stefan Jansen, Packt
- Python for Finance Cookbook, Eryk Lewinson, Packt
Some advice: Read lots of books, stay away from Reddit, be prepared to get lamented by other algo traders, expect every idea you read about to have lost all it's alpha, get ready for several misguided "I've done it, I'm rich" moments, and most of all have fun. It's a long and arduous journey with very little hope, but if you like impossible challenges then there's nothing quite like it.