Apologies for the self-promotion, but this book is being self-published so I don't have a marketing machine to call on. (See why at the end of this post)Algorithmic Trading and DMA is a new book, now available from amazon.com(Links are on my website www.algo-dma.com).Primarily the book acts as an introduction to algorithmic trading, working from the ground up. So it covers the basics of markets and microstructure, before moving on to order types and then actual execution algorithms such as VWAP, implementation shortfall, percent of volume etc. Transaction cost analysis is covered, as well as a chapter on selecting the optimal trading/execution strategy. There are also more advanced chapters on portfolio and multi-asset trading, news handling and data-mining, AI, as well as a survey of electronic trading across the world's markets.Note the book title is based on the historical use of the term algorithmic trading. In other words the algorithms (such as VWAP) used to execute trades. So the focus of the book is on execution, not automating investment/trading decisions. Arbitrage (cross-asset) is discussed due to its relevance for multi-asset trading. However there is no coverage of market making, statistical arb or high-frequency trading (although the coverage of order placement strategies and microstructure may still be useful for these).It is a general book - so is intended for traders,quants or developers who are new to these fields. The concepts are illustrated with diagrams rather than code snippets or maths (though there is some maths in there). More experienced users may find some benefit from some of the chapters on the more advanced topics, such as news handling or even AI.My background is software development (12 yrs building systems for risk and electronic/algorithmic/portfolio trading). I wanted to learn more about market microstructure and how to apply it for trading rules - and ended up writing this book. One of the aims of the book is to try and marry all the various research studies which have been carried out with the practice of execution. So throughout the book there are references to appropriate empirical studies.Why is the book being self-published? My mum died from a cancer called multiple myeloma last summer. I've been in talks with a major publisher - but I'm hoping that using createspace.com I can raise more funds (and awareness) for research into myeloma. Obviously there is a stigma associated with self-publishing, but believe me this book hasn't been hastily rushed together to try and get in on the algo-trading action. I've spent a long time trying to create a genuinely useful book.I've priced it at $49.99 (hopefully amazon may add a discount to lower this further). I'm afraid it's only really available from amazon.com - but I've had a look and the international delivery costs only seem to be a few dollars.My website (www.algo-dma.com) has more details about the book, including a pdf preview. If you can't access drop.io (preview host) then the website has a table of contents and a brief overview I hope some of you find the book useful

Thanks for the heads up.I suggest you issue the book on Kindle and price it at, say, $20.Note that there is a so-called "9.99 boycott" movement for Kindle books,so $20 is a good price.

nice!

Looks like something I'd like to pick up at some time maybe. Any plans of getting it to amazon.co.uk?For the lazy ones, UK shipping is:$7.98 Standard International Shipping (averages 18-32 business days)$12.48 Expedited International Shipping (averages 8-16 business days)$35.98 Priority International Courier (averages 2-4 days)

I'm afraid the current createspace extended package takes 60% of the proceeds, combined with the book cost it really starts to eat into the proceeds (almost to the point of making it similar to a publishing deal). So for the time being I'm going to have to stick with amazon.com.NB with respect to the previous kindle post - in the future a digital edition seems like a good idea. But at the moment I don't think the pages would render very well on the small screen kindle - and I'm not sure enough people have the DX. Maybe if the i-pad goes crazy I'll have to look more seriously at this.thanks for your interest.

Table of Contents is good enough, ordered it, will post my opinion later.Good luck !

I've just noticed that amazon have reduced the price to $39.20. Sorry to those who have already bought a copy - I'm afraid I have no control over this - maybe sales hit a threshold. Anyway the extra $10 might swing it for some of the undecided (well you can always hope.....)b

QuoteOriginally posted by: bcj000I've just noticed that amazon have reduced the price to $39.20. Sorry to those who have already bought a copy - I'm afraid I have no control over this - maybe sales hit a threshold. Anyway the extra $10 might swing it for some of the undecided (well you can always hope.....)bBrilliant, I already ordered a copy but hopefully the discount will sell more copies. Will post a review when I have time to read it.I like the seller selling it used for $84.46... wtf...

i like the book. good stuff. Thanks!!

bj, is your book published using your own money or publisher-sponsored?

QuoteOriginally posted by: mitbj, is your book published using your own money or publisher-sponsored?IIRC he published it via https://www.createspace.com/

Thanks Hansi.Indeed I'm using createspace - since they seem to offer the best deal for self-publishing at the moment (40% + cost for amazon sales). The costs per page are a lot higher for lulu - so this isn't as good. I know it's not raising a fortune - but still I'd like to keep the percentages as low as I can. Glad people are finding the book usefulb

so did you incur any up-front costs ?i just finished your book. I would rate it 3.5 star out of 5

Not really, createspace seems pretty straightforward.

Hi,Just a quick update to say that 'Algorithmic Trading & DMA' is now available from Amazon in Europe (eg Amazon UK). Some links for France /Germany etc are on my website.Plus a big thanks again to everyone who has bought a copy -- you've helped raise quite a lot of money for Myeloma UK.cheersb