Library
Chapter 25

Live Trading Systems

Curated summaries of the key literature behind this chapter — the findings, the methods, and how to put them to work.

6 referenced in this chapter

This chapter Library is for Research-to-Production students

R2P students unlock curated summaries of every key paper behind this chapter — the core findings, the methods, and how to apply them — plus resources we keep adding over time.

Market Microstructure: A Practitioner's Guide
Ananth Madhavan (2002)
Trading and Exchanges: Market Microstructure for Practitioners
Larry Harris (2003)
Advances in Financial Machine Learning
Marcos Lopez de Prado (2018)
Optimal execution of portfolio transactions
Robert Almgren and Neil Chriss (2001)
The Probability of Backtest Overfitting
David H. Bailey et al. (2015)
plus 1 more references inside
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