This page hosts information about software, data, books, videos, articles, courses, and websites that you might find useful in trading system development. The material available is extensive, of varying quality and usefulness, and rapidly changing. I will try to keep the list reasonable current and limit entries to those that are of high quality and are applicable to developing trading systems. Please post comments suggesting additions.
There is one book I recommend over all others. While it is not a particularly easy read, it provides an excellent introduction into the many ways we fool ourselves. No matter what your ideas about trading systems are, this book will cause you to reflect. It is one of the few books I place in the category of "life changers."
Daniel Kahneman, Thinking, Fast and Slow.