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Resources for the Projects
Online simulators
Textbooks
Guo, Xin, Tze Leung Lai, Howard Shek, and Samuel Po-Shing Wong. Quantitative trading: algorithms, analytics, data, models, optimization. CRC Press, 2017;
Lai, Tze Leung, and Haipeng Xing. Statistical models and methods for financial markets. New York: Springer, 2008;
Cartea, Álvaro, Sebastian Jaimungal, and José Penalva. Algorithmic and high-frequency trading. Cambridge University Press, 2015.
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