For starting system development after reading the Strategy Workshops, we recommend to visit the websites listed below - especially when you're a beginner to trading:
Zorro User Forum - of course.
The Financial Hacker - many scripts, systems, and experiments with Zorro and R.
Forex-TSD, Steve Hopwood's - contrary to most trader forums that contain mostly clueless posts by clueless people, those offer useful content for strategy developers.
Trading Systems Coding - free ebook by Investopedia about developing and testing trading strategy scripts.
If traders can't make money with trading, they write trading books. Consequently there are tons of books about trading methods and systems. The first problem is that publishers demand a certain number of pages, but the amount of trading related information and knowledge is somewhat limited. That forces the authors to produce hundreds of pages of platitudes and filler material. Fortunately, there are some trading books with real content. Here's a non-complete list of useful books about automated trading and its mathematical background:
Murray R. Spiegel, Larry J. Stephens: Schaum's Outline of Theory and Problems of Statistics. Beginner's course into probability and statistics with lots of examples. Work through this book and you have all basic knowledge for understanding financial math.
Ruey S. Tsay, Analysis of Financial Time Series. If you read the Schaum's Outline book and hadn't had enough of mathematics, this is the hard stuff that introduces all important mathematical models of price series.
Urban Jaekle, Emilio Tomasini: Trading Systems. How to develop a trading strategy; the book walks you through every step from idea up to various optimization and money management methods. Highly recommended.
Johann Christian Lotter: Das Schwarze Börsenhackerbuch. Entwickeln von Handelssystemen mit Zorro. Wärmstens empfohlen für alle, denen dieses Handbuch zu englisch ist.
David Aronson, Evidence-based Technical Analysis. Excellent, but a little elaborate book about the theory of testing trade strategies. A classic.
Ernest P. Chan, Quantitative Trading. Insight in strategy testing and portfolio optimization with many practical advices.
John F. Ehlers, Rocket Science for Traders. Trading from an engineer's perspective with signal processing methods. Comes with source code for all trading algorithms.
Ralph Vince, Handbook of Portfolio Mathematics. How to allocate your capital in an optimal way among different assets and strategies.
William R. Gallacher, Winner Take All. Although we don't agree to all of Gallacher's conclusions about trade strategies, this book (from 1994) is a funny read and an intelligent insight into the trading scene and its gurus. The author also describes a apparently profitable trade system and then shows why it won't work - unique for a trading book.
Robert Harris, The Fear Index. A must-read for any trade system developer.
If you can't read them all, get the books by Jaekle & Tomasini, Aronson, and Chan. They give a good introduction into the strategy development process without requiring a mathematical or technical background.
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