On: Recommend Books for building trading algorithms

[smitty1e]

What's interesting to consider is whether the results would differ:

- if one bought the book and built the trading algorithms against historical data as programming exercise,

- then tried them in a real-world context.

Restated: is the math really that magical, or is it a question of scale/volume, or is the fairness of the market a mirage?

[aj7 → smitty1e]

Neither, it’s a question of inside, or semi-inside information.

[smitty1e → aj7]

And is the SEC part of the problem, or the solution?