Quantitative trading: how to build your own algorithmic trading business / Ernest P. Chan. 2009
Machine trading: Deploying Computer Algorithms to Conquer the Markets / Ernest P. Chan. 2017
The Modern Guide to Portfolio Optimization / Hudson & Thames 2021
Definitive Guide to Pairs Trading/ Hudson & Thames 2021
Pairs Trading A Review and Outlook / Hudson & Thames 2021
Statistical arbitrage : algorithmic trading insights and techniques / Andrew Pole 2007
Advances in Financial Machine Learning / Marcos Lopez de Prado 2018
Machine Learning for Asset Managers / Marcos Lopez de Prado 2020
Pairs trading: quantitative methods and analysis / Ganapathy Vidyamurthy 2004
