I came across this excellent set of brief but extremely useful lectures on Quantitative Economics, which I thought might be useful to anyone looking for a more theoretical understanding of the subject. What makes it really useful for us here is that it uses Python as (one of) the programming language(s) for implementation.
Thanks Dave.
Now, if you could just condense and distill all of that knowledge down into something the color and consistency of Glenlivet so that I could just consume it all in one shot with the intent that I could instantly be imbued with the warm toasty feeling of the competence I currently lack. Say, $100 / oz?
Good find Dave. Here is a free copy of the book Algorithmic Trading: Winning Strategies and Their Rationale by Ernie Chan. Pretty good read as well.
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