주요 논문과 저서, 웹사이트

Price Momentum and Trading Volume, Charles M.C. Lee, Bhaskaran Swaminathan, 1998

The Interaction of Value and Momentum Strategies, Clifford S. Asness, 1997

Value Investing The Use of Historical Financial Statement Information to Separate Winners from Losers, Joseph D. Piotroski, 2000

Contrarian Investment, Extrapolation, and Risk, Josef Lakonishok, Andrei Shleifer, Robert W. Vishny, 2000

Center for Research in Security Prices

https://www.crsp.org/

Marcos López de Prado, Advances in Financial Machine Learning (2018)

Robert Pardo, The Evaluation and Optimization of Trading Strategies (2nd Edition, 2008)

David Aronson, Evidence-Based Technical Analysis (2006)

Michael Halls-Moore, QuantStart: Advanced Algorithmic Trading

https://github.com/zslucky/algorithmic_trading_book