Books I would recommend for beginners: Evidence Based Technical Analysis: http://www.amazon.com/Evidence-Based-Technical-Analysis-Scie... (http://www.amazon.com/Evidence-Based-Technical-Analysis-Scientific-Statistical/dp/0470008741) Pairs Trading: http://www.amazon.com/Pairs-Trading-Quantitative-Methods-Ana... (http://www.amazon.com/Pairs-Trading-Quantitative-Methods-Analysis/dp/0471460672) Quantitative Trading: http://www.amazon.com/Quantitative-Trading-Build-Algorithmic... (http://www.amazon.com/Quantitative-Trading-Build-Algorithmic-Business/dp/0470284889) An Introduction to High Frequency Finance: http://www.amazon.com/Introduction-High-Frequency-Finance-Ra... (http://www.amazon.com/Introduction-High-Frequency-Finance-Ramazan-Dacorogna/dp/0122796713) Trading and Exchanges: Market Microstructure for Practitioners: http://www.amazon.com/Trading-Exchanges-Market-Microstructur... (http://www.amazon.com/Trading-Exchanges-Market-Microstructure-Practitioners/dp/0195144708) I also wrote a couple of very introductory articles, sadly I never got past part #2:…
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