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Resources for learning the Finance side of Algorithmic Trading?

I'm an experienced Python, Machine Learning developer, but I know absolutely nothing about Finance and Trading. Algorithmic Trading seems interesting, and I've decided to spend significant effort and time into learning it.

The lectures and tutorials on this website are easy to follow from a developer's perspective. However, I often feel that I'm learning the "how" of things, without understanding the "why"s. The fact that I end up having to Google every finance related term doesn't help either.

There are tons of online resources to learn finance, but like with any major field, there's too many, and a beginner doesn't know where to start and what to learn. I don't want to spend 6 months learning a finance topic that will end up being only marginally relevant to algorithmic trading.

With this in mind, could you please point me to the relevant topics and resources for learning the "why" side of these trading algorithms, and the finance lingo. Thanks a ton :)

3 responses

This book was the standard, its a bit old now, but the basics are still the same: https://www.amazon.com/Algorithmic-Trading-DMA-introduction-strategies/dp/0956399207

This book looks beefy! Thanks a lot :)

From a review at https://www.amazon.com/gp/customer-reviews/RAAXLL3O8BCT3/ref=cm_cr_dp_d_rvw_ttl:

Being an electrical engineer with a fair amount of algorithm development experience, I could understand some of the more technical aspects. However, I still find some of the financial and market terminology is rather elusive.