"Algorithmic Trading and DMA" is a good read. http://astore.amazon.co.uk/wwwquaficouk-21/detail/0956399207
Data mining and artificial intelligence 数据挖掘和人工智能方面比较弱,这章只有30来页,不过从内容介绍看本书主要讲的是 execution strategies,对大额交易减少市场冲击帮助比较大。本书在同类书籍中也是讲的最多的 国内现在可以 DMA 吗(券商给VIP客户的交易通道),能让程序运行各种 execution strategies?