From 2004dab51576c20197d177d45ff25908c7f131ee Mon Sep 17 00:00:00 2001 From: Caleb Burke Date: Thu, 4 Jun 2026 21:22:50 -0700 Subject: [PATCH] More big changes --- README.md | 35 ++++++++++++++++++ ...Winning Strategies and their rationale.pdf | Bin .../README.md | 7 ++++ 3 files changed, 42 insertions(+) rename {backlog => reading/011_Algorithmic Trading Winning Strategies and their rationale}/Algorithmic Trading Winning Strategies and their rationale.pdf (100%) create mode 100644 reading/011_Algorithmic Trading Winning Strategies and their rationale/README.md diff --git a/README.md b/README.md index cfeb028..9744df7 100644 --- a/README.md +++ b/README.md @@ -8,6 +8,41 @@ Current Goal: **Learn Quantitative Foundations** Current reading [Introduction to Probability, Statistics, and Random Processes - Hossein Pishro-Nik](./textbooks/000_Introduction%20to%20Probability,%20Statistics,%20and%20Random%20Processes/Introduction%20to%20Probability,%20Statistics,%20and%20Random%20Processes%20-%20Hossein%20Pishro-Nik.pdf) +## Phases + +### Phase 1 — Math Foundation (you're here) + +1. Pishro-Nik ← in progress, finish this +2. Elementary Stochastic Calculus +3. A guide to Brownian motion + +### Phase 2 — Get Practical Early (don't wait on this) + +1. Algorithmic Trading — Chan ← read this soon; short, orients everything else +2. Analysis of Financial Time Series — Tsay ← essential for price/return modeling + +### Phase 3 — Core Quant ML + +1. Data-Driven Science and Engineering — Brunton & Kutz +2. Advances in Financial Machine Learning — Lopez de Prado ← most important book in your backlog +3. Stochastic Calculus: An Introduction with Applications ← now the theory lands better +4. Detecting Regime Change in Computational Finance + +### Phase 4 — Portfolio, Risk & Systems + +1. Active Portfolio Management — Grinold & Kahn +2. Trading Systems and Methods — Kaufman (use as reference) +3. The Mathematics of Money Management — Vince +4. The Leverage Space Trading Model — Vince +5. Testing and Tuning Market Trading Systems + +### Phase 5 — Specialized / Optional + +1. Assessing and Improving Prediction and Classification (C++ heavy, niche) +2. Trading on Sentiment (alt data / NLP, very specialized) +3. Numerical Recipes (reference only, don't read cover to cover) +4. Measure Theory (only if you want pure math depth — lowest ROI for bots) + ### Missing textbooks - Systematic Trading: A unique new method for designing trading and investing systems diff --git a/backlog/Algorithmic Trading Winning Strategies and their rationale.pdf b/reading/011_Algorithmic Trading Winning Strategies and their rationale/Algorithmic Trading Winning Strategies and their rationale.pdf similarity index 100% rename from backlog/Algorithmic Trading Winning Strategies and their rationale.pdf rename to reading/011_Algorithmic Trading Winning Strategies and their rationale/Algorithmic Trading Winning Strategies and their rationale.pdf diff --git a/reading/011_Algorithmic Trading Winning Strategies and their rationale/README.md b/reading/011_Algorithmic Trading Winning Strategies and their rationale/README.md new file mode 100644 index 0000000..d24e9ff --- /dev/null +++ b/reading/011_Algorithmic Trading Winning Strategies and their rationale/README.md @@ -0,0 +1,7 @@ +# Algorithmic Trading - Winning Strategies and their rationale + +[pdf](./Algorithmic%20Trading%20Winning%20Strategies%20and%20their%20rationale.pdf) + +total pages=225 + +**Currently reading:** chapter 1, page 1