Algo-Trading Books
Magnum Opus
Section titled “Magnum Opus”Theories
Section titled “Theories”- 2020, Machine Learning in Finance From Theory to Practice, Dixon
- 2020, Machine Learning For Asset Managers, López de Prado
- 2022, Foundations of Reinforcement Learning with Applications in Finance, Rao
- 2020, Reinforcement Learning, An Introduction, 2nd ed, Sutton, Barto
- 2016, The Financial Mathematics of Market Liquidity, Guéant
- 2022, Artificial Intelligence and Causal Inference, Xiong
Implementations
Section titled “Implementations”- 2020, Algorithmic Trading and Quantitative Strategies, Velu
- 2022, Developing High-Frequency Trading Systems, Donadio
- 2022, Quantitative Finance with Python, Kelliher
- 2021, Python for Algorithmic Trading From Idea to Cloud Deployment, Hilpisch
Quantum Computing
Section titled “Quantum Computing”- 2022, Quantum Machine Learning and Optimisation in Finance, Jacquier
- 2022, Introduction to Quantum Computing, Wong