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Program Trading Stocks

Name: Anonymous 2008-05-11 4:54

Anyone know of a good book to read on building automated algorithms for trading stocks?  I don't have the time or patience to be sitting at the comp all day watching those damn graphs.

Name: Anonymous 2008-05-13 23:24

>>27
I work for Goldman Sachs and would be delighted to share my algorithms with you.

My algorithms mainly fall into two categories:

1) Numerical - Used to shape a bunch of data into something more usable. For example, taking a bunch of worldwide indices and putting them into a matrix, doing operations on them and then getting some data from the resulting matrix.

2) Machine Learning - Using data above to figure out trends in the stocks.

If you have any more specific questions, don't be afraid to reply and ask.

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