Resources for Learning Algorithm Design?

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Resources for Learning Algorithm Design?

posted

Hey everyone,

I am looking for some good resources for algorithm design. Coming from a computer engineering background, I have had a decent exposure to programming and mathematics. However, I am looking for more specific material for picking up algorithmic trading. Any help is appreciated!

Best Regards,
Justin

4 responses

Hey Justin,

You may like to check out Ernie Chan's book, which provides an introduction to algorithmic trading. On Quantopian's blog, you can find an overview of basic trading algorithms. For general resources on the design and analysis of algorithms in computer science, you can find two great resources here and here.

Ryan

Wow, that's awesome! Thanks for the links Ryan!

Justin

Hello Justin,

Pardo's book here is very good.

P.

Thanks for the recommendation Peter. I will take a look at this book. Is there a recommended way to review this material? In other words, should I try implementing the different algorithms as I see them, or do I just go through the book and attempt to understand what is happening?

Justin

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.