Interesting in building my own trading algorithm. How do I do it?


#1

I want to build my own investing system from scratch.

As in… I want to create an automated trading system which I do not need to manage…

How can I do this?

(I know nothing about algo trading)


#2

I am definitely not an expert in this field, but I think you would benefit highly from reading these:

Articles:

The Alpha Engine: Designing an Automated Trading Algorithm

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2951348

Anton Golub, James Glattfelder, Richard B. Olsen, Lykke Corp

Books:

Quantitative Trading: How to Build Your Own Algorithmic Trading Business
By Ernie Chan

General overview:

Electronic and Algorithmic Trading Technology: The Complete
Guide (Complete Technology Guides for Financial Services) - Kendall Kim

More Winning Strategies:

An Introduction to Algorithmic Trading: Basic to Advanced Strategies [Edward Leshik, Jane Cralle]

I tried to get as many PDFs as possible, but they should be enough…