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What is the best recommened starter guide, or book, for Algo Trading? Algorithmic Trading & DMA – Barry Johnson. Edit: Added a book. Algorithmic Trading And DMA has 94 ratings and 4 reviews. Barry Johnson 3.95 Rating. Algorithmic Trading.
Algorithmic trading and Direct Market Access (DMA) are important tools helping both buy and sell-side traders to achieve best execution.This book starts from the ground up to provide detailed explanations of both these techniques:
- An introduction to the different types of execution is followed by a review of market microstructure theory. Throughout the book examples fro
...more Published February 17th 2010
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Algorithmic Trading 27 books — 2 voters
BMT members' Recommendations 168 books — 16 voters
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Feb 06, 2012Nick Black marked it as to-read
jae yang recommendation from this epic thread.
Dec 02, 2013Shantanu Sharma, Ph.D. rated it really liked it
Best book on smart order routing and agency high frequency trading strategies
Very comprehensive book. I only wish is was also available on Kindle!
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Valters Bondars rated it it was amazing Shelves: algo, literature_review, aaa_read_finance, 5-stars
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