Note: full descriptions on mini projects I have done can be found on my WordPress site.
Hello!
This is my blog about trading (mostly algorithms). The goal is eventually to start trading using the stuff I post here... so far I'm just posting whatever stuff I do on the side.
I'm a beginner, so feel free to comment or correct me on anything I write. This is a list of all the sources that I use:
- Introduction to C++ for Financial Engineers: An Object-oriented Approach - Daniel Duffy
- Modeling Derivatives in C++ - Justin London
- Computational Finance - George Levy (C++ based text)
- Statistics and Data Analysis for Financial Engineering - David Ruppert (R based text)
- A Course in Derivative Securities: Introduction to Theory and Compution - Kerry Back (VBA based text)
- Trading Systems: A new approach to system development and portfolio optimisation - Urban Jaekle, Emilio Tomasini
- Algorithmic Trading & DMA: An Introduction to Direct Access Trading Strategies - Barry Johnson
- Quantitative Trading: How to Build Your Own Algorithmic Trading Business - Ernest P. Chan (MATLAB based text)
- Monte Carlo Methods in Financial Engineering - Paul Glasserman
- Interest Rate Models: An Introduction - Andrew J.G. Cairns
- Quantstart.com - Michael Halls-Moore (C++, R and Python)
- Coursera.com
- All my Financial Mathematics professors at the University of Chicago and the Australian National University
Also feel free to email me! mbeven@uchicago.edu
Bev