Open Source Tools and Techniques For Profitable Trading Strategies

**How to create trading strategies and backtest them in R:**

- Quantitative Trading Strategies in R
- Using quantstrat to evaluate intraday trading strategies (R in Finance Conference 2013)
- http://www.rfortraders.com/
- http://quantstrattrader.wordpress.com/
- http://unstarched.net/
- http://blog.fosstrading.com/

**Machine learning:**

- “Machine Learning” Highly recommended course by Andrew Ng.
- mloss.org - Machine Learning Open Source Software - A huge list of cutting edge tools.
- Short high level overview of “deep learning”.

**Finance and investing:**

- Introduction to Computational Finance and Financial Econometrics
- Computational Investing, Part I
- Financial Engineering and Risk Management
- Asset Pricing, Part I
- Pricing Options with Mathematical Models

**Machine learning in automated trading (papers & articles):**

- Forecasting Trade Direction and Size of Future Contracts Using Deep (2012)
- Applying Deep Learning to Enhance Momentum Trading Strategies in Stocks (Dec 2013)

**Books**