Brief Introduction to Algorithmic Trading

For anyone without programming experience but interested in learning about algorithmic trading, I would recommend the steps listed below to get off the ground running without getting side-tracked:

Learn Python to Hard Way – A good primer to get going quickly

Install Python with Anacaonda – Easy installation and comes with other useful tools such as iPython notebooks

Quantopian Lectures – Covers theory and implementation in Python; example algorithms can be easily clone and hosted on their platform

Additional Learning – Next steps would be continuing to study programming with books from O’Reilly and Packt which have publications on this topic and consider other languages for implementation

I recommend Python since it is easy to learn, and one can learn other languages once learning the first proficiently. Quantopian is the next choice since they provide valuable data sets for free on their platform and provide hosting, both of which would be side projects to implement by themselves.

This is not a comprehensive list but intended to a brief guide to get up and running in order to explore the topic.