// Library
Resources & Further Reading
Selected sources, datasets, and media used or referenced throughout this research.
Video
Machine Learning in Trading - Overview
Ciamac Moallemi: HFT and Market Microstructure (Columbia Business School)
Selected Sources
| # | Title | Author | Type |
|---|---|---|---|
| 01 | Optimal Execution of Portfolio Transactions | Almgren & Chriss (2001) | Paper |
| 02 | How Markets Slowly Digest Changes in Supply and Demand | Bouchaud, Farmer & Lillo (2009) | Paper |
| 03 | Trading and Exchanges: Market Microstructure for Practitioners | Larry Harris (2002) | Book |
| 04 | Slippage: What It Means in Finance | Hayes - Investopedia | Article |
| 05 | Unveiling High-Frequency Trading | Bajpai - Investopedia | Article |
| 06 | AI In Financial Services: Transforming Stock Trading | Bansal - Forbes (2024) | Article |
| 07 | Algorithmic Trading and Market Volatility | Michigan Journal of Economics | Journal |
| 08 | Executing an Order | Investor.gov | Article |
| 09 | yfinance (Python library) | Ran Aroussi - GitHub | Software |
| 10 | Binance Public Data Portal | Binance | Dataset |