Hey everyone!
I'm looking for some recommendations on books or study materials regarding algo trading, programming, and anything surrounding the subject. I'm very new to this subject (3 or 4 months) but I'm highly interested in it. I was introduced to algo trading at a prop firm about a year ago that implemented black box and algo trading strategies and it caught my attention in a big way. I'm still in college in NY, undergrad in Finance and Math, so naturally, I did not have time to study it more in depth during the semester being that I also work 30 hrs/week. However, now I have a bit more time and would like any recommendations on books or study materials. Quantopian was introduced to me by a risk management professor that covered algo trading and models. We did not go too in depth to my disappointment however she pointed me in the right direction with Quantopian. Great site!
Thank you and best regards.