Investing Margin Trading Books
You must read dozens of big fat books to become professional trader. There are a lot of trading books: good, bad, but mostly very average. Here is the short list of the best trading books I ever read - from beginner-level to professional.
 Ernie Chan
Quantitative Trading: How to Build Your Own Algorithmic Trading Business
Buy
Level: Beginner
Good introduction to quantitative trading. There is nothing complicated. This book is very clear, it contains simple examples for beginners. Start from it.
 John J. Murphy
Technical Analysis of the Financial Markets
Buy
Level: Beginner
The most popular classic textbook for technical analysts. It slightly outdated, but highly recommended, especially for manual trading. Almost comprehensive and easy to understand.
 Ernie Chan
Algorithmic Trading: Winning Strategies and Their Rationale
Buy
Level: Intermediate
Ernie Chan's book contains detailed methods for mean-reversed, momentum and arbitrage strategies, some methods for high-frequency trading and many others. It provide ready to use algorithms with examples for MATLAB. This book has bunch of interesting ideas for your brain. It’s a wonderful book, worth re-read several times.
 Perry J. Kaufman
Trading Systems and Methods
Buy
Level: Professional
A comprehensive encyclopedia of technical and quantitative analysis. 1200 pages contains almost all trading systems ever published, formulas and software code for indicators and trading robots for TradeStation. It’s handbook for professionals. The best trading book I've read. It is good idea to place Kaufman’s book on your table and open it every day.
 Barry Johnson
Algorithmic Trading and DMA: An introduction to direct access trading strategies
Buy
Level: Professional
Learn the financial system from within. Barry Johnson, developer of software for investment bank, described how trading orders executed by banks and brokers, how the various trading strategies works, and how to increase effectiveness of your strategies. The book is one of the basic sources for algorithmic trading and handbook for "quants".
 Sebastian Raschka
Python Machine Learning
Buy
Level: Professional
Nothing about trading, but... Machine learning has become modern alchemy. No one understands how this magic works, but anyone tries to apply these magical actions to solve any problems - from image recognition to prediction of financial markets. There are many textbooks, but book of Sebastian Raschka is one of the most clear and practical. No complicated formulas, almost no math. Just Python code and clear and short explanations. Start from this book, then use online courses from Coursera, Stanford etc. to learn more.
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