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This post/article is a consolidated set of interesting resources about completely systematic/algorithmic trading and related topics that will continue to be updated over time.

This is not a general discussion thread - if you want to discuss something (or an aspect of something), create a new thread.

If you have suggestions for additional resources to be added here, add your suggestions below.  Once reviewed and added, your post might be removed to reduce clutter, but you will be acknowleged.

Excluded from this list are places that solely provide systematically-generated trading signals.  This is thread is about ways that you can be learn to become a systematic trader in your own right, not just following others' trading signals even if they are completely systematically generated.

Also excluded will be resources that aren't specifically systematic (eg. Basic Technical Anlaysis concepts, Chart Patterns, Trading Psychology, Market Structure etc.)

Disclaimer:  These resources provide various interesting insights.  I don't necessarily agree with all of the content but they provide a vast set of information from which you can build trading ideas to research and incorporate (or reject) from your own trading sytems.  Also, the age of the resource has no implied correlation to its value.

As this is an Australian forum I'll highlight people from Australia with (Aus).

PS - None of the links provided are referral links, but you should really consider using the author's preferred purchase method(s) - ROI for authoring books is really limited by the publishing/distribution companies, so it's nice for an author to receive some funds from a sale.

Books that feature systematic trading: (Authors are in alphabetical surname order) - original edition year shown.  Some have further revisions/editions.  Links provided are those that benefit the AUTHOR the most (publishing is a tough game).

Antonacci: Dual Momentum Investing (2014)

Aronson: Evidence-based Technical Analysis (2006)

Bandy: Quantitative Trading Systems (2007), Modeling Trading System Performance (2011), Mean Reversion Trading Systems (2013), Quantitative Technical Analysis (2014).

Basso: The All Weather Trader (2023)

Bensdorp: Automated Stock Trading Systems (2020)

Carver: Systematic Trading (2015), Smart Porfolios (2017), Levereged Trading (2019), Advanced Futures Trading (2023)

Boyle: Statistics for the Trading Floor (2020)

Chan: Algorithmic Trading (2013)

Clenow: Following the Trend (2012), Stocks on the Move (2015), Trading Evolved (2019).  https://www.followingthetrend.com/

Connors: Short Term Trading Strategies that Work (2008)

Covel: The Complete TurtleTrader (2009), Trend Following (2017)

Davey: Building Winning Algorithmic Trading Systems (2014), Introduction To Algo Trading (2018)

Gray & Voyel: Quantitative Momentum (2016)

Harris: Profitability and Systematic Trading (2008)

Kaufman: A Guide to Creating A Successful Algorithmic Trading Strategy (2016), Kaufman Construst Trading System (2020) plus many more

Malkiel: A Random Walk Down Wall Street (1973)

Niederhoffer: The Education of a Speculator (1998), Practical Speculation (2017)

Lefevre: Reminiscences of a Stock Operator (1923)

Penfold (Aus): The Unversal Principes of Successful Trading (2010), The Universl Tactics of Successful Trend Trading (2020). https://indextrader.com.au/

Radge (Aus): Unholy Grails (2012), Weekend Trend Trader (2013), Radge Logic (2022).  https://www.thechartist.com.au/product-category/share-trading-ebooks/

Schwager: Market Wizards (1989), The New Market Wizards (1992), Hedge Fund Market Wizards (2012), Unknown Market Wizards (2021)

(lots more to come)

Podcasts/Youtube Videos:

To be included here, there must be detailed podcasts on systematic trading:

Algorithimic Advantage: https://www.youtube.com/@TheAlgorithmicAdvantage

Better Sytem Trader: https://www.youtube.com/@BetterSystemTraderPodcast

Chat With Traders: https://chatwithtraders.com/

Excess Returns: https://www.youtube.com/@ExcessReturns

Flirting with Models: https://www.flirtingwithmodels.com/

Get Stacked: https://podcast.returnstacked.com/

Line Your Own Pockets: https://www.lineyourownpockets.com/episodes

Meb Faber: https://mebfaber.com/podcast

The Art of Trading: https://www.youtube.com/@TheArtOfTrading

Top Traders Unplugged: https://www.toptradersunplugged.com/

Trend Following (Covel): https://www.trendfollowing.com/podcast/

(lots more to come)

Open (or mostly open) Blogs:

[URL unfurl="false"]https://www.priceactionlab.com/Blog/[/URL]

[URL unfurl="false"]https://thealgorithmicadvantage.com/blog/[/URL]

[URL unfurl="false"]https://paperswithbacktest.com/[/URL]

[URL unfurl="false"]https://qoppac.blogspot.com/[/URL]

[URL unfurl="false"]https://quantitativo.com/[/URL]

[URL unfurl="false"]https://twoquants.substack.com/[/URL]

[URL unfurl="false"]https://epchan.blogspot.com/[/URL]

[URL unfurl="false"]https://robotwealth.com/blog/[/URL]

[URL unfurl="false"]https://atstradingsolutions.com/blog/[/URL]

(lots more to come)

Individual Articles or Videos not part of a Systematic Trading Blog:

[URL unfurl="false"]https://fs.blog/availability-bias-cognitive-distortion/[/URL]

Interview with Jim Simons: [URL unfurl="false"]https://www.youtube.com/watch?v=6fr8XOtbPqM[/URL]

Investing in mediocrity [URL unfurl="false"]https://www.npr.org/2022/05/20/1100469606/investing-in-mediocrity[/URL]

RenTech CEO interview: https://www.goldmansachs.com/insights/goldman-sachs-exchanges/09-11-2023-peter-brown.html

Paywalled Blogs/Substacks:

X/Twitter people: (in surname order)

Rich Brennan: https://twitter.com/RichB118

Marsten Parker: https://twitter.com/mars10p

Mike Harris [URL unfurl="false"]https://x.com/mikeharrisny[/URL]

Joachim Moser https://twitter.com/JoachimMo1985

Jerry Parker  https://x.com/rjpjr12

Nick Radge [URL unfurl="false"]https://twitter.com/thechartist[/URL]

Goshawk Trades https://x.com/GoshawkTrades

(lots more to come)

Software (that incoprorates significant trading system development and backtesting capabilities):

AmiBroker: https://amibroker.com/

Portfolio 123: https://portfolio123.com/

Price Action Lab: https://www.priceactionlab.com/

QuantConnect: https://www.quantconnect.com/

QuantRocket: https://www.quantrocket.com/

RealTest/Marsten Parker: https://mhptrading.com/

Trading Blox: https://www.tradingblox.com/

Wealth-Lab: https://www.wealth-lab.com/

Zipline (Python): https://zipline.ml4trading.io/

(more to come)

User Groups/Assocations:

Australian Technical Analysts Association (ATAA) Quant SIG group (Aus): https://ataa.asn.au/

CMT Association

TSAAF

(more to come)

Mentoring/Education/Training/Courses:

AAA Quants Academy/Tom Starke: https://aaaquants.com/

Alvarez Quant Trading/Cesar Alvarez: https://alvarezquanttrading.com/

Chartist/Nick Radge (Aus): [URL unfurl="false"]https://www.thechartist.com.au/[/URL]

Enlighted Stock Trading/Adrian Reid (Aus): https://enlightenedstocktrading.com/

Helix Trader/Alan Clement (Aus): [URL unfurl="false"]https://helixtrader.com/[/URL]

Quant For Hire/Matt Radtke: https://quantforhire.com/

Share Wealth Systems: https://sharewealthsystems.com/

Thomas Vittner (Germany): https://thomasvittner.com/

Trading Mastery School/Laurens Bensdorp: https://tradingmasteryschool.com/

(more to come)

Papers with Coded strategies:

[URL unfurl="false"]https://github.com/paperswithbacktest/awesome-systematic-trading[/URL]

Data:

(I have a conflict of interest here - I am unable to provide an unbiased opinion)

Acknowledged ASF contributors:

Richard Dale (Norgate Data)

Chipp