@moo

Advanced Futures Trading Strategies. So far the best book on algorithmic trading I have read. Intermediate level. You need to know basics and then you can follow the book. Robert Carver, a hedge fund manager, explains how you can use leverage as a risk control mechanism and how you should allocate capital across different strategies and assets. https://www.amazon.com/Advanced-Futures-Trading-Strategies-Robert/dp/0857199684

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