Best books to learn algo trading

[CavaliereVerde]

Darwinex - The Trader Exchange

The online brokerage that allows sophisticated traders to trade the market and investors to back them.

community.darwinex.com

Here you can find the best books used by algo traders with a live trackrecord.

 

[CavaliereVerde]

Here the ones I have read personally:

1. Quantitative Trading: How to Build Your Own Algorithmic Trading Business, by Ernie Chan :
   https://www.amazon.co.uk/Quantitative-Trading-Build-Algorithmic-Business/dp/0470284889/ref=asap_bc?ie=UTF8 153
   
   
2. The Evaluation and Optimization of Trading Strategies, by Robert Pardo :
   https://www.amazon.com/Evaluation-Optimization-Trading-Strategies/dp/0470128011/ref=asap_bc?ie=UTF8 19
   
   
3. Trading Systems: A new approach to system development and portfolio optimisation, by Tomasini and Jaekle :
   https://www.amazon.co.uk/Trading-Systems-development-portfolio-optimisation-ebook/dp/B0052YFRGQ/ref=asap_bc?ie=UTF8 17