Matlab Algorithmic Trading Group

The Premier Community & Educational Resource for Matlab Based Algorithmic & System Traders

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Recommended Reading List
Web LinksContains books & other materials that have been found to be valuable by members of the group
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1   Link   Fortune's Formula: The Untold Story of the Scientific Betting System That Beat the Casinos and Wall Street
2   Link   Reminiscences of a Stock Operator
MUST READ - Recounts the life of Jesse Livermoore and details all of the trading mistakes everyone is prone to make, even if you trade 100% automated
3   Link   Way of the Turtle: The Secret Methods that Turned Ordinary People into Legendary Traders
Excellent book describing the different pieces that fit together in a successful trading system. Written by Curtis Faith, one of the original turtles. Many of the ideas can be applied to systems of different types very easily.
4   Link   Trade Your Way to Financial Freedom
Provides a good overview of expectancy & position sizing which both can dramatically improve the results of a system. Also includes some ideas on different types of systems
5   Link   Market Wizards: Interviews with Top Traders
MUST READ - Interviews with many of the top traders from the past 20+ years
6   Link   The New Market Wizards: Conversations with America's Top Traders
MUST READ - Updated Version of 'Market Wizards' with interviews with different top traders
7   Link   Quantitative Trading: How to Build Your Own Algorithmic Trading Business (Wiley Trading)
8   Link   Fifty Years in Wall Street (Wiley Investment Classics)
9   Link   The 4-Hour Workweek: Escape 9-5, Live Anywhere, and Join the New Rich
Thought provoking ideas about how to improve one's personal efficiency
10   Link   Traders, Guns & Money: Knowns and unknowns in the dazzling world of derivatives
11   Link   Trading in the Zone: Master the Market with Confidence, Discipline and a Winning Attitude
12   Link   The Disciplined Trader: Developing Winning Attitudes
13   Link   Hedge Funds: An Analytic Perspective (Advances in Financial Engineering)
14   Link   Mastering Trading Stress: Strategies for Maximizing Performance (Wiley Trading)
15   Link   Hedge Fund Masters: How Top Hedge Fund Traders Set Goals, Overcome Barriers, and Achieve Peak Performance (Wiley Trading)
16   Link   Enhancing Trader Performance: Proven Strategies From the Cutting Edge of Trading Psychology (Wiley Trading)
17   Link   The Daily Trading Coach: 101 Lessons for Becoming Your Own Trading Psychologist (Wiley Trading)
18   Link   When Genius Failed: The Rise and Fall of Long-Term Capital Management
19   Link   Liar's Poker: Rising Through the Wreckage on Wall Street