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Ernie Chan's books are a great starting point. If you plan on getting into the ML side of things then Stefan Jansen and Marcos De Prado's books are a must have.

Some advice: Read lots of books, stay away from Reddit, be prepared to get lamented by other algo traders, expect every idea you read about to have lost all it's alpha, get ready for several misguided "I've done it, I'm rich" moments, and most of all have fun. It's a long and arduous journey with very little hope, but if you like impossible challenges then there's nothing quite like it.




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