Inside the Black Box: The Simple Truth About Quantitative Trading (Wiley Finance) cover
Inside the Black Box: The Simple Truth About Quantitative Trading (Wiley Finance)
by Rishi K. Narang
ISBN: 0470432063
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tiffani · 2010-11-28 · Original thread
Hadn't started implementing any systems yet, but earlier this year I ordered these and they've been ultra-educational at least for figuring out how to get started, vocabulary, etc.:

High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems http://www.amazon.com/gp/product/0470563761

Inside the Black Box: The Simple Truth About Quantitative Trading http://www.amazon.com/gp/product/0470432063

Quantitative Trading: How to Build Your Own Algorithmic Trading Business http://www.amazon.com/gp/product/0470284889