52 lines
2.1 KiB
Markdown
52 lines
2.1 KiB
Markdown
# Roadmap
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My roadmap for becoming competent quant and capable of creating automated trading bots.
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Current Goal: **Learn Quantitative Foundations**
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## Study
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Current reading [Introduction to Probability, Statistics, and Random Processes - Hossein Pishro-Nik](./reading/000_Introduction%20to%20Probability,%20Statistics,%20and%20Random%20Processes/Introduction%20to%20Probability,%20Statistics,%20and%20Random%20Processes%20-%20Hossein%20Pishro-Nik.pdf) and [Algorithmic Trading](./reading/011_Algorithmic%20Trading%20Winning%20Strategies%20and%20their%20rationale/Algorithmic%20Trading%20Winning%20Strategies%20and%20their%20rationale.pdf)
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## Phases
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Recommended path, generated by CLAUDE
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### Phase 1 — Math Foundation (*)
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1. Pishro-Nik ← in progress, finish this
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2. Elementary Stochastic Calculus
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3. A guide to Brownian motion
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### Phase 2 — Get Practical Early
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1. Algorithmic Trading — Chan ← read this soon; short, orients everything else
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2. Analysis of Financial Time Series — Tsay ← essential for price/return modeling
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### Phase 3 — Core Quant ML
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1. Data-Driven Science and Engineering — Brunton & Kutz
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2. Advances in Financial Machine Learning — Lopez de Prado ← most important book in your backlog
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3. Stochastic Calculus: An Introduction with Applications ← now the theory lands better
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4. Detecting Regime Change in Computational Finance
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### Phase 4 — Portfolio, Risk & Systems
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1. Active Portfolio Management — Grinold & Kahn
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2. Trading Systems and Methods — Kaufman (use as reference)
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3. The Mathematics of Money Management — Vince
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4. The Leverage Space Trading Model — Vince
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5. Testing and Tuning Market Trading Systems
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### Phase 5 — Specialized / Optional
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1. Assessing and Improving Prediction and Classification (C++ heavy, niche)
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2. Trading on Sentiment (alt data / NLP, very specialized)
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3. Numerical Recipes (reference only, don't read cover to cover)
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4. Measure Theory (only if you want pure math depth — lowest ROI for bots)
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### Missing textbooks
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- Systematic Trading: A unique new method for designing trading and investing systems
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- Permutation and Randomization Tests for Trading System Development: Algorithms in C++
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