Algorithmic Trading Resources

Potentially, you’ll only need the first two series of videos to understand and build an algorithmic trading bot.  However, additional resources in the form of videos, books, pdf documents, and more have been added and are continuously being updated.


Topics in Mathematics with Applications in Finance


Python Programming for Finance



Algorithmic Trading: Winning Strategies and Their Rationale by Ernest Chan

Quantitative Trading – How To Build Your Own Algorithmic Trading Business by Ernest Chan

Python for Finance: Mastering Data-Driven Finance by Yves Hilpisch

Python for Finance by Yves Hilpisch

Derivatives Analytics with Python by Yves Hilpisch

Algorithmic Trading: A Rough and Ready Guide by QuantInsti (has a lot of great reference books listed)

Python Basics Handbook by Quantinsti



Algorithmic Thinking, Peak Finding


Statistics including Probability

Quartiles, Quintiles, Deciles, Percentiles


Calculus I & II (Derivatives)


Calculus III





Time Series Analysis


Trading Strategies




Mean reversion


Market making


Statistical Arbitrage


Sentiment Analysis


Money Management


Psychology of Trading


Monte Carlo Simulations (vs historical data)


How Tos




Bollinger Bands


Gaussian Distribution

Linear Interpolation



Standard Deviation

Stochastic Reversal



Ernest Chan

Larry Connors

Cesar Alvarez



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