TBG Press Algorithmic Trading: A Practitioner's Guide

Dont buy this book if you think it will have code examples of automated trading systems. It doesnt. For retail traders it has interest as it clearly shows that you are placed at a huge disadvantage against proffesional firms. Page 132 is damming indeed for retail traders as you fit that description. Very well written and explained from a leading figure.

Excellent overview of execution algo concepts. This book is not a book for experienced quants developing execution algos themselves but an overview for those who use them. Highly recommended.

Die Art und Weise wie das Buch strukturiert ist und die Informationen (hab nur kurz reingelesen) waren nicht überzeugend. Der Druck ist auch eher von schlechter Qualität. Mein Eindruck ist, das es einfach ein Buch ist mit dem schnell Geld verdient werden soll. Nicht zu empfehlen.

Great summary and refresher of everything I learned in my years at ITG analyzing algorithm performance. Wish I had this book from the beginning!

As a former algorithmic trader at a major hedge fund and at a major institutional broker, I wish I had this book when I was starting out. This book provides the perfect level of detail on how trading algorithms actually work in practice, how they should be used, and how to evaluate performance, but without getting bogged down in the finer details that are only relevant to algo developers and quants. A must read for portfolio managers and traders alike.