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Wednesday, 19 of June of 2013

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Resources

Programs – General tools
Data
Tickers
Funds
Systems – Programs that give Buy and Sell signals
Systems
AmiBroker Information
Forums
Education
Books
Exchanges
Regulatory
Viral Videos

Programs
  • AmiBroker — the trading system development platform published by AmiBroker
  • Analyse-it — Statistical analysis add-in for Excel
  • EdgeRater – Chris White’s  development platform
  • Equity Monaco — Trading system simulator (free))
  • Excel
  • Market System Analyzer — Fully featured simulator
  • R — Open source statistical analysis program (free))
  • RExcel — Addin for Excel, gives access to R
  • StatistiXL — Statistical analysis add-in for Excel
  • Stator — portfolio management and position sizing program
  • Weka — machine learning software (free)

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Data Providers – Recommended, Subscription
  • Norgate Premium Data — end-of-day world stock, futures and forex data
  • DTN IQ — real-time data for stocks, futures, options – most world markets
Data Providers – Recommended, Free
  • MSN Money – Historical end-of-day stock data — Integrated with AmiQuote
  • Yahoo Finance – Historical end-of-day stock data — integrated with AmiQuote
Historical Data, mostly end-of-day, some with daily updates
  • AN Futures – Historical 1 minute data for ES, NQ, ER, ME, EC, JY
  • CSI Data – End-of-day US, Canada, London stock and futures data in CSI format
  • EOD Data – End-of-day world data
  • FOREX Tester – Free — One minute bars for 18 liquid Forex pairs
  • Federal Reserve – Statistics and historical data
  • Historical Option Data – Historical options data with daily updates
  • Investor’s FastTrack – End-of-day US mutual fund and stock (Close-only) data, and proprietary program
  • Just Data – End-of-day world stock and futures, from Australia
  • Pi Trading – Free historical end-of-day index, forex, commodities data
  • Pinnacle Data – End-of-day futures, indexes, market breadth
  • Price-Data.com – End-of-day and intra-day US stock and futures data in ASCII files
  • Turtle Trader – Free historical futures data
  • Worden TeleChart 2007 – End-of-day and intra-day US stock data, and proprietary analysis program

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Real-time Data and Delayed Market Snapshot
  • Big Charts – Quick charts
  • Bloomberg – Broad market information
  • CBOE – Market data, including VIX and VXN
  • CNN Market Summary – Broad market information, including pre-market
  • CNN – commodities
  • CQG – Real-time and historical intra-day data for world stocks and commodities
  • DTN IQ – Real-time data for stocks, futures, options – most world markets
  • eSignal — Real-time data for stocks, futures, forex (also end-of-day) — MarketCenter is no longer available
  • Fidelity – Delayed and real-time quotes
  • Free Stock Charts – Streaming real-time data
  • Google Finance – Broad market information
  • Integrity Data – Real-time data for the Indonesian markets
  • Interactive Brokers — Real-time data for stocks, futures, forex
  • Market Watch – Dow Jones – Broad market information
  • MSN Money – Broad market information
  • NASDAQ – Real-time market data
  • Quote.com – World stocks and futures
  • Reuters – Broad market information
  • Smart Money – Streaming real-time quotes
  • Tick Data – Real-time market data and historical quotes
  • Trading Charts – Intra-day futures prices and charts
  • Yahoo Finance – Broad market information

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Lists of tickers and index components

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Exchange Traded Funds

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Traditional Mutual Funds

Fund companies that offer funds that are in one of these categories:

  • Available for short term trading
  • Sector funds – even if not tradable short-term, they may be useful for modeling
  • Both positive and negative beta
  • Leveraged
  • Direxion – Tradable short term – Leveraged positive and negative
  • Fidelity Select – Not tradable short term – sector funds that may be useful for modeling
  • ProFunds – Tradable short term – sector funds – leveraged positive and negative
  • Rydex Funds – Tradable short term – sector funds – leveraged positive and negative – some have multiple daily price points

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Programs that implement systems and give Buy and Sell signals

Trading Systems and Indicators
Trading System Programmers
  • Code for Traders – Progster (Steve Johns) – Trading system developer for AmiBroker, MetaTrader, TradeStation

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AmiBroker information, documentation, and utilities

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Forums and Discussion Groups

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Educational and Miscellaneous

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Free (and low cost) online education

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Books, journals, and articles worth reading
  • Abelson, Robert, Statistics as Principled Argument, Psychology Press, 1995
  • Abner, David, The ETF Handbook: How to Value and Trade Exchange Traded Funds, Wiley, 2010
  • Active Trader Magazine, (800) 341-9384, www.activetradermag.com
  • Albright, S. Christian, VBA for Modelers: Developing Decision Support Systems with Microsoft Excel, Second Edition, Thomson, 2007
  • Alexander, Carol, Market Models: A Guide to Financial Data Analysis, Wiley, 2001
  • Allen, Theodore, Introduction to Engineering Statistics and Six Sigma, Springer, 2006
  • Aronson, David, Evidence-Based Technical Analysis, Wiley, 2007
  • Ayers, Ian, Super Crunchers: Why Thinking-by-Numbers is the New Way to Be Smart, Bantam, 2007
  • Bacon, Carl, Practical Portfolio Performance Measurement and Attribution, Wiley, 2004
  • Bandy, Howard, Introduction to AmiBroker, Blue Owl Press, 2008
  • Bandy, Howard, Quantitative Trading Systems, Second Edition, Blue Owl Press, 2010
  • Bandy, Howard, Modeling Trading System Performance, Blue Owl Press, 2010
  • Bandy, Howard, Mean Reversion Trading Systems, Blue Owl Press, 2013
  • Bandy, Howard, Use of Fundamental Data in Active Investing, pdf file, 2009
  • Bandy, Howard, Developing Robust Trading Systems, with Implications for Position Sizing and System Health, pdf file, 2012
  • Barreto, Humberto and Frank Howland, Introductory Economics using Monte Carlo Simulation with Microsoft Excel, Cambridge, 2006
  • Bass, Thomas, The Predictors: How a Band of Maverick Physicists Used Chaos Theory to Trade Their Way to a Fortune on Wall Street, Owl Books, 1999
  • Belsky, Gary, and Thomas Gilovich, Why Smart People Make Big Money Mistakes and How to Correct Them, Simon & Schuster, 1999
  • Benninga, Simon, Financial Modeling, 3rd Edition, MIT Press, 2008
  • Berk, Kenneth, and Patrick Carey, Data Analysis with Microsoft Excel, Duxbury, 2000
  • Bernstein, Peter, Against the Gods: The Remarkable Story of Risk, Wiley, 1996
  • Besterfield, Dale, Quality Control, Eighth Edition, Pearson, 2009
  • Bolstad, William, Introduction to Bayesian Statistics, Wiley, 2007
  • Box, George, Improving Almost Anything, Wiley, 2006
  • Box, George, William Hunter, and J. Stuart Hunter, Statistics for Experimenters, Wiley, 1978
  • Box, George, and Alberto Luceno, Statistical Control by Monitoring and Feedback Adjustment, Wiley, 1997
  • Brown, Aaron, The Poker Face of Wall Street, Wiley, 2006
  • Burnham, Terry, Mean Markets and Lizard Brains: How to Profit from the New Science of Irrationality, Wiley, 2005
  • Carpenter, Michael, The Risk Wise Investor, Wiley, 2009
  • Carr, Michael, Smarter Investing in Any Economy: The Definitive Guide to Relative Strength Investing, W&A Publishing, 2008
  • Chin, William, and Marc Ingenoso, Risk Formulas for Proportional Betting, pdf file, 2004
  • Christoffersen, Peter, et al, Is the Potential for International Diversification Disappearing?, pdf file, McGill University, 2010
  • Clemen, Robert, and Terence Reilly, Making Hard Decisions with Decision Tools, South-Western, 2001
  • Colvin, Geoffrey, Talent is Overrated, Penguin, 2008
  • Connors, Larry, How Markets Really Work, Second Edition, Wiley, 2012
  • Connors, Larry, Short Term Trading Strategies that Work,Trading Markets, 2008
  • Connors, Larry, and Cesar Alvarez, High Probability ETF Trading,Trading Markets, 2009
  • Conrad, Bud, Profiting from the World’s Economic Crisis, Wiley, 2010
  • Crane, M. A., and A. J. Lemoine, An Introduction to the Regenerative Method for Simulation Analysis, Springer-Verlag, 1977
  • Dalgaard, Peter, Introductory Statistics with R, Springer, 2002
  • Das, Satyajit, Traders, Guns, and Money: Knowns and Unknowns in the Dazzling World of Derivatives, Prentice-Hall, 2006
  • Davis, Morton, Game Theory, A Nontechnical Introduction, Dover 1970
  • DeFusco, Richard, et al, Quantitative Methods for Investment Analysis, AIMR, 2001
  • Demming, W. Edwards, Statistical Adjustment of Data, Dover, 1938
  • Derman, Emanuel, and Paul Wilmott, Financial Modeler’s Manifesto, pdf file
  • Derman, Emanuel, Models.Behaving.Badly., Free Press, 2011
  • Dixit, Avinash, and Barry Nalebuff, Thinking Strategically, Norton, 1993
  • Drobny, Steven, Inside the House of Money: Top Hedge Fund Traders on Profiting in the Global Markets, Wiley, 2006
  • Dutta, Prajit, Strategies and Games, MIT Press, 2000
  • Ehlers, John, Rocket Science for Traders, Wiley, 2001
  • Ehlers, John, Cybernetic Analysis of Stocks and Futures, Wiley, 2004
  • Epstein, Richard, The Theory of Gambling and Statistical Logic, Revised Edition, Academic Press, 1977
  • Faith, Curtis, The Original Turtle Trading Rules, pdf file, 2003
  • Ferri, Richard, The ETF Book, Wiley, 2009
  • Fisher, Len, Rock, Paper, Scissors: Game Theory in Everyday Life, Basic Books, 2008
  • Fontanills, George, Getting Started in Commodities, Wiley, 2007
  • Formula Research, Nelson Freeburg, (800) 720-1080, www.formularesearch.com
  • Fox, John, The R Commander: A Basic-Statistics Grapical User Interface to R, Journal of Statistical Software, V 14, 2005 download
  • Fox, Justin, Myth of the Rational Market: A History of Risk, Reward, and Delusion on Wall Street, Harper, 2009
  • Frey, Bruce, Statistics Hacks: Tips and Tools for Measuring the World and Beating the Odds, O’Reilly, 2006
  • Fung, Kaiser, Numbers Rule Your World: The Hidden Influence of Probability and Statistics on Evrything You Do, McGraw-Hill, 2010
  • Futures Magazine, (800) 458-1734, www.futuresmag.com
  • Gelman, Andrew, and Jennifer Hill, Data Analysis using Regression and Multilevel Models, Cambridge, 2007
  • Gelman, Andrew, and Deborah Nolan, Teaching Statistics, A Bag of Tricks, Oxford, 2002
  • Gigerenzer, Gerd, Calculated Risks: How to Know when Numbers Deceive You, Simon & Schuster, 2002
  • Gigerenzer, Gerd, et al, Simple Heuristics that Make Us Smart, Oxford, 1999
  • Gladwell, Malcolm, Outliers, Little Brown, 2008
  • Gottfried, Byron, Spreadsheet Tools for Engineers Using Excel, McGraw Hill, 2003
  • Gray, Dave, et al, Gamestorming: A Playbook for Innovators, Rulebreakers, and Changemakers, O’Reilly, 2010
  • Griffin, Peter, Extra Stuff: Gambling Ramblings, Huntington Press, 1991
  • Griffin, Peter, The Theory of Blackjack, Sixth Edition, Huntington Press, 1999
  • Grinstead, Charles, and Laurie Snell, Introduction to Probability, 1997. pdf file
  • Haigh, John Taking Chances: Winning with Probability, Oxford, 2003
  • Hammersley, J. M. and D. C. Handscomb, Monte Carlo Methods, Chapman and Hall, 1964. pdf file)
  • Hastie, Trevor, et al, The Elements of Statistical Learning: Data Mining, Inference, and Prediction, Springer, 2009
  • Heiberger, Richard, and Erich Neuwirth, R Through Excel, Springer, 2009
  • Hubbard, Douglas, How to Measure Anything: Finding the Value of Intangibles in Business, Wiler, 2007
  • Hubbard, Douglas, The Failure of Risk Management: Why It’s Broken and How to Fix It, Wiley, 2007
  • Huff, Darrell, How to Lie with Statistics, Norton, 1954
  • Hulbert Financial Digest, (866) 428-6568, www.marketwatch.com
  • Jackson, Mary, and Mike Staunton, Advanced Modelling in Finance Using Excel and VBA, Wiley, 2001
  • Jaisingh, Lloyd, Statistics for the Utterly Confused, Second Edition, McGraw-Hill, 2005
  • Jelen, Bill, and Tracy Syrstad, VBA and Macros for Microsoft Office Excel 2007, Que, 2008
  • Jones, Morgan, The Thinker’s Toolkit: 14 Powerful Techniques for Problem Solving, Three Rivers Press, 1995
  • Jones, Ryan, The Trading Game, Wiley, 1999
  • Kahneman, Daniel, Thinking, Fast and Slow, Farrar, Strauss and Giroux, 2011
  • Kahneman, Daniel, and Amos Tversky, Prospect Theory: An Analysis of Decision Making Under Risk, Econometrica, Vol 47, No 2. pdf file
  • Karp, Natasha, R Commander, An Introduction, 2010. pdf file
  • Kelly, J. L., Jr., A New Interpretation of Information Rate. Bell System Technical Journal, 35 (1956). pdf file
  • Keller, Gerald, Applied Statistics with Microsoft Excel, Duxbury, 2001
  • Knight, Gerald, Analyzing Business Data with Excel, O’Reilly, 2006
  • Koomey, Jonathan, Turning Numbers into Knowledge: Mastering the Art of Problem Solving, Second Edition, Analytics Press, 2008
  • Lane, Randall, The Zeros: My Misadventures in the Decade Wall Street Went Insane, Portfolio, 2010
  • Leach, Patrick, Why Can’t You Just Give Me the Number?: An Executive’s Guide to Using Probabilistic Thinking to Manage Risk and to Make Better Decisions, Probabilistic Publishing, 2006
  • Levitt, Steven, and Stephen Dubner, Freakonomics: A Rogue Economist Explorers the Hidden Side of Everything, Harper, 2009
  • Lewis, Michael, Moneyball: The Art of Winning an Unfair Game, Norton, 2003
  • Loffler, Gunter, and Peter Posch, Credit Risk Modeling Using Excel and VBA, Wiley, 2007
  • Lowenstein, Roger, When Genius Failed: The Rise and Fall of Long-Term Capital Management, Random House, 2000
  • Ma, Jeffrey, The House Advantage: Playing the Odds to Win Big in Business, MacMillan, 2010
  • MacCormick, John, 9 Algorithms that Change the Future, Princeton University Press, 2012
  • Mallaby, Sebastian, More Money than God, Penguin Press, 2010
  • Malmuth, Mason, Gambling Theory: and Other Topics, Two Plus Two Publishing, 1987
  • March, James, A Primer on Decision Making: How Decisions Happen, Free Press, 2009
  • Marrison, Christopher The Fundamentals of Risk Management, McGraw-Hill, 2002
  • Mazur, Jospeh, What’s Luck Got to Do with It? :The History, Mathematics, and Psychology of the Gambler’s Illusion, Princeton, 2010
  • McCullough, Keith, Diary of a Hedge Fund Manager, Wiley, 2010
  • Meredith, Jack, et al, Quantitative Business Modeling, South-Western, 2002
  • Metropolis, Nicholas, The Beginning of the Monte Carlo Process, Los Alamos Science, Special Issue, 1987. pdf file
  • Metropolis, Nicholas, and S Ulam, The Monte Carlo Method, Journal of the American Statistical Association, Number 247, 1949. pdf file
  • Mlodinow, Leonard, The Drunkard’s Walk, Pantheon, 2008
  • Montgomery, Douglas, Introduction to Quality Control, Sixth Edition, Wiley, 2008
  • Montier, James, Behavioural Investing: A Practitioners Guide to Applying Behavioural Finance, Wiley, 2007
  • Morgan, M. Granger, and Max Henrion, Uncertainty: A Guide to Dealing with Uncertainty in Quantitative Risk and Policy Analysis, Cambridge, 1992
  • Moore, David, and George McCabe, Introduction to the Practice of Statistics, Freeman, 2005
  • Murphy, Joseph, Stock Market Probability: Using Statistics to Predict and Optimize Investment Outcomes, Irwin, 1994
  • Myerson, Roger, Probability Models for Economic Decisions, Thomeson, 2005
  • Nahin, Paul, Digital Dice: Computational Solutions to Practical Probability Problems, Princeton, 2008
  • Nisbet, Robert, et al, Handbook of Statistical Analysis & Data Mining Applications, Academic Press, 2009
  • Norstad, John, An Introduction to Utility Theory, 2010. pdf file
  • Patterson, Scott, The Quants: How a New Breed of Math Whizzes Conquered Wall Street and Nearly Destroyed It, Crown, 2010
  • Pfaffenberger, Rogen, and James Patterson, Statistical Methods for Business and Economics, Irwin, 1987
  • Plous, Scott, The Psychology of Judgement and Decision Making, McGraw-Hill, 1993
  • Pompian, Michael, Behavioral Finance and Wealth Management, Wiley, 2006
  • Poundstone, William, Fortune’s Formula: The Untold Story of the Scientific Betting System that Beat the Casinos and Wall Street, Hill and Wang, 2005
  • Poundstone, William, Priceless: The Myth of Fair Value, Hill and Wang, 2010
  • Poundstone, William, Prisoner’s Dilemma: John von Neumann, Game Theory, and the Puzzle of the Bomb, Anchor, 1992
  • Press, W. H., et al, Numerical Recipes: The Art of Scientific Computing, 3rd Edition, Cambridge, 2007. download
  • Pyle, Dorian, Data Preparation for Data Mining, Morgan Kaufmann, 1999
  • Redman, Thomas, Data Driven: Profiting from Your Most Important Business Asset, Harvard, 2008
  • Robert, Christian, and George Casella, Introducing Monte Carlo Methods with R, Springer Verlag, 2009
  • Rosenberg, Kenneth, The Excel Statistics Companion, Thomson, 2007
  • Ross, Sheldon, Simulation, 3rd Edition, Academic Press, 2002
  • Rubinstein, Reuven, Simulation and the Monte Carlo Method, Wiley, 1981
  • Salsburg, David, The Lady Tasting Tea: How Statistics Revolutionized Science in the Twentieth Century, Holt, 2001
  • Savage, Sam, Decision Making with Insight, Thomson, 2003
  • Savage, Sam, The Flaw of Averages: Why We Underestimate Risk in the Face of Uncertainty, Wiley, 2009
  • Silver, Nate, The Signal and the Noise, Penguin, 2012
  • Sivia, D. S., Data Analysis, A Bayesian Tutorial, Second Edition, Oxford, 2006
  • Snyder, Arnold, Blackbelt in Blackjack, RGE Publishing, 1998
  • Spatz, Chris, Basic Statistics: Tales of Distributions, Eighth Edition, Thomson Wadsworth, 2005
  • Taleb, Nassim, Fooled by Randomness: The Hidden Role of Chance in Life and in the Markets, Random House, 2005
  • Taleb, Nassim, The Black Swan, Random House, 2007
  • Technical Analysis of Stocks and Commodities, (800) 832-4642, www.traders.com
  • Thaler, Richard, The Winner’s Curse: Paradoxes and Anomalies of Economic Life, ‘Princeton, 1992
  • Tharp, Van, Trade Your Way to Financial Freedom, Second edition, McGraw-Hill, 2007
  • Tharp, Van, Definitive Guide to Position Sizing, IITM, 2008
  • Thorp, Edward, Beat the Dealer, Vintage, 1966
  • Thorp, Edward, Beat the Market, 1967. pdf file
  • Thorp, Edward, The Mathematics of Gambling, 1984. pdf file
  • Thorp, Edward, The Kelly Criterion in Blackjack, Sports Betting, and the Stock Market, 1997. pdf file
  • Verzani, John, simpleR – Using R for Introductory Statistics, CUNY 2002. pdf file
  • Vickers, Andrew, What is a p-value anyway?, Addison-Wesley, 2010
  • Vince, Ralph, Portfolio Management Formulas, Wiley, 1990
  • Vince, Ralph, The Mathematics of Money Management, Wiley, 1992
  • Vince, Ralph, The New Money Management, Wiley, 1995
  • Vince, Ralph, The Handbook of Portfolio Mathematics, Wiley, 2007
  • Vince, Ralph, The Leverage Space Trading Model, Wiley, 2009
  • von Neumann, John, and Oskar Morgenstern, Theory of Games and Economic Behavior, Commemorative Edition, Princeton, 2007
  • Vose, David, Risk Analysis: A Quantitative Guide, Third Edition, Wiley, 2008
  • Watson, Hugh, and John Blackstone, Computer Simulation, Second Edition, Wiley, 1981
  • Watson, Joel, Strategy: An Introduction to Game Theory, Second Edition, Norton, 2008
  • Webber, Larry, and Michael Wallace, Quality Control for Dummies, Wiley, 2007
  • Weiss, Sholom, and Nitin Indurkhya, Predictive Data Mining: A Practical Guide, Morgan Kaufmann, 1998
  • Wild, Russell, Exchange Traded Funds for Dummies, For Dummies, 2006
  • Wilson, Allan, The Casino Gambler’s Guide, Harper and Row, 1970
  • Winston, Wayne, Excel 2007: Data Analysis and Business Modeling, Microsoft Press, 2007
  • Witten, Ian, et al, Data Mining: Practical Machine Learning Tools and Techniques, Third Edition, Morgan Kaufmann, 2011
  • Young, Hugh, Statistical Treatment of Experimental Data, McGraw-Hill, 1962
  • Yudkowsky, Eliezer, An Intuitive Explanation of Bayes’ Theorem, Singularity Institute for Artifical Intelligence, 2010. website

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The Major Exchanges

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US Regulatory Agencies

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Viral Videos

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If there are resources that should be added, or links that are broken, please contact us.

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